+417.5%
LIN vs EXPE
+115.0%
+302.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.7% | -0.3% |
| 7D | +0.2% | -9.3% | +9.5% | +1.7% |
| 30D | +6.5% | +0.1% | +6.3% | +5.9% |
| 3M | +5.5% | -15.3% | +20.8% | +7.9% |
| 6M | +3.3% | +5.5% | -2.1% | +1.0% |
| YTD | +22.0% | -8.0% | +30.0% | +21.0% |
| 1Y | +25.7% | +18.9% | +6.9% | +17.7% |
| 3Y | +36.2% | +135.5% | -99.3% | +5.9% |
| 5Y | +66.1% | +44.3% | +21.8% | +39.0% |
| All | +417.5% | +115.0% | +302.5% | +239.1% |
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