+2,060.2%
LLY vs LIN
+430.4%
+1,629.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.5% |
| 7D | -0.7% | +3.6% | -4.2% | -1.9% |
| 30D | +17.9% | +6.4% | +11.5% | +15.3% |
| 3M | +16.8% | +6.5% | +10.3% | +14.1% |
| 6M | +38.4% | +4.9% | +33.6% | +35.6% |
| YTD | +27.6% | +23.4% | +4.2% | +17.5% |
| 1Y | +48.3% | +26.3% | +22.0% | +35.4% |
| 3Y | +145.4% | +38.0% | +107.4% | +116.2% |
| 5Y | +438.9% | +68.0% | +370.9% | +334.3% |
| All | +2,060.2% | +430.4% | +1,629.8% | +1,120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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