+423.5%
LIN vs EXPD
+313.3%
+110.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +1.1% |
| 7D | +3.6% | -4.8% | +8.4% | +5.5% |
| 30D | +6.4% | -1.5% | +7.9% | +6.8% |
| 3M | +6.5% | +4.1% | +2.4% | +4.4% |
| 6M | +4.9% | +24.0% | -19.2% | -4.5% |
| YTD | +23.4% | +27.4% | -4.0% | +9.6% |
| 1Y | +26.3% | +38.4% | -12.1% | +8.0% |
| 3Y | +38.0% | +73.2% | -35.2% | +3.6% |
| 5Y | +68.0% | +59.9% | +8.1% | +28.0% |
| All | +423.5% | +313.3% | +110.2% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling