+150.0%
LIN vs EOSE
-81.0%
+230.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | +0.5% |
| 7D | +2.1% | +9.8% | -7.7% | +1.8% |
| 30D | +6.8% | -2.1% | +8.8% | +6.6% |
| 3M | +10.4% | -54.1% | +64.5% | +12.1% |
| 6M | +3.2% | -76.9% | +80.1% | +6.4% |
| YTD | +24.6% | -83.3% | +107.9% | +28.5% |
| 1Y | +24.4% | -87.4% | +111.8% | +29.2% |
| 3Y | +36.7% | +61.9% | -25.1% | +24.7% |
| 5Y | +67.0% | -82.1% | +149.1% | +50.6% |
| All | +150.0% | -81.0% | +230.9% | +141.8% |
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