+361.3%
LIN vs EXPE
+179.6%
+181.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -2.1% | -9.5% | +7.4% | -0.3% |
| 30D | -2.4% | -6.6% | +4.2% | -1.3% |
| 3M | -5.6% | +31.4% | -37.0% | -10.7% |
| 6M | -3.4% | +35.2% | -38.6% | -9.8% |
| YTD | +13.1% | +5.8% | +7.3% | +10.0% |
| 1Y | +2.5% | +38.7% | -36.2% | -6.4% |
| 3Y | +27.6% | +175.8% | -148.2% | -3.6% |
| 5Y | +63.0% | +111.8% | -48.8% | +25.7% |
| All | +361.3% | +179.6% | +181.7% | +187.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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