+417.5%
LIN vs EIX
+29.5%
+388.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.3% | -0.5% |
| 7D | +0.2% | +1.0% | -0.8% | -0.1% |
| 30D | +6.5% | +9.1% | -2.7% | +4.0% |
| 3M | +5.5% | -10.2% | +15.7% | +6.9% |
| 6M | +3.3% | -11.2% | +14.6% | +4.9% |
| YTD | +22.0% | +4.5% | +17.5% | +17.6% |
| 1Y | +25.7% | +10.9% | +14.9% | +18.9% |
| 3Y | +36.2% | +8.4% | +27.8% | +26.0% |
| 5Y | +66.1% | +18.0% | +48.1% | +48.0% |
| All | +417.5% | +29.5% | +388.0% | +326.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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