+3,739.5%
LIN vs EXEL
+273.2%
+3,466.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.1% | +8.4% | -10.5% | -3.0% |
| 30D | -2.4% | +4.1% | -6.5% | -2.9% |
| 3M | -5.6% | +12.4% | -18.0% | -6.8% |
| 6M | -3.4% | +41.5% | -44.9% | -7.1% |
| YTD | +13.1% | +34.6% | -21.5% | +9.2% |
| 1Y | +2.5% | +57.9% | -55.4% | -3.0% |
| 3Y | +27.6% | +159.5% | -131.9% | +12.9% |
| 5Y | +63.0% | +198.5% | -135.4% | +40.7% |
| 10Y | +359.3% | +411.4% | -52.1% | +253.9% |
| All | +3,739.5% | +273.2% | +3,466.3% | +1,831.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling