+361.3%
LIN vs EIX
+17.3%
+344.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -2.1% | -19.1% | +17.0% | +2.5% |
| 30D | -2.4% | -16.9% | +14.5% | +1.2% |
| 3M | -5.6% | -20.0% | +14.4% | -1.0% |
| 6M | -3.4% | -21.3% | +17.9% | +1.6% |
| YTD | +13.1% | -1.7% | +14.8% | +11.0% |
| 1Y | +2.5% | +9.6% | -7.1% | -2.9% |
| 3Y | +27.6% | -3.7% | +31.3% | +22.5% |
| 5Y | +63.0% | +22.6% | +40.4% | +43.2% |
| All | +361.3% | +17.3% | +344.0% | +286.2% |
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