+489.8%
LIN vs IEFA
+217.0%
+272.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -2.1% | +0.6% | -2.7% | -2.6% |
| 30D | -2.4% | +1.0% | -3.5% | -3.3% |
| 3M | -5.6% | +4.7% | -10.3% | -9.4% |
| 6M | -3.4% | +8.6% | -12.0% | -10.8% |
| YTD | +13.1% | +14.8% | -1.7% | -0.7% |
| 1Y | +2.5% | +22.6% | -20.2% | -15.2% |
| 3Y | +27.6% | +67.0% | -39.4% | -20.9% |
| 5Y | +63.0% | +52.3% | +10.8% | +9.8% |
| 10Y | +359.3% | +147.3% | +211.9% | +109.0% |
| All | +489.8% | +217.0% | +272.8% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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