+17,507.0%
LLY vs LIN
+9,840.7%
+7,666.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -2.1% | -2.1% | 0.0% | -1.6% |
| 30D | -1.6% | -2.4% | +0.8% | -1.0% |
| 3M | +2.3% | -5.6% | +7.9% | +3.7% |
| 6M | +14.9% | -3.4% | +18.3% | +15.6% |
| YTD | +7.5% | +13.1% | -5.6% | +3.7% |
| 1Y | +55.7% | +2.5% | +53.2% | +53.9% |
| 3Y | +110.6% | +27.6% | +83.0% | +96.1% |
| 5Y | +363.4% | +63.0% | +300.4% | +300.2% |
| 10Y | +1,649.0% | +359.3% | +1,289.7% | +1,039.8% |
| All | +17,507.0% | +9,840.7% | +7,666.3% | +7,331.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling