+147.9%
LIN vs EOSE
-82.7%
+230.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.4% | +7.7% | +0.5% |
| 7D | +2.0% | -8.4% | +10.4% | +2.2% |
| 30D | +7.9% | -31.0% | +38.8% | +8.7% |
| 3M | +6.3% | -57.0% | +63.3% | +8.2% |
| 6M | +6.5% | -78.3% | +84.8% | +10.0% |
| YTD | +23.6% | -84.8% | +108.4% | +27.9% |
| 1Y | +25.7% | -90.9% | +116.7% | +31.9% |
| 3Y | +35.6% | +35.9% | -0.3% | +24.4% |
| 5Y | +65.9% | -84.1% | +149.9% | +50.0% |
| All | +147.9% | -82.7% | +230.6% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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