+1,612.0%
LLY vs LIN
+358.9%
+1,253.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -2.1% | -2.1% | 0.0% | -1.4% |
| 30D | -1.6% | -2.4% | +0.8% | -0.8% |
| 3M | +2.3% | -5.6% | +7.9% | +4.1% |
| 6M | +14.9% | -3.4% | +18.3% | +15.8% |
| YTD | +7.5% | +13.1% | -5.6% | +2.2% |
| 1Y | +55.7% | +2.5% | +53.2% | +53.1% |
| 3Y | +110.6% | +27.6% | +83.0% | +90.9% |
| 5Y | +363.4% | +63.0% | +300.4% | +276.7% |
| All | +1,612.0% | +358.9% | +1,253.1% | +874.6% |
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