+121.7%
LIN vs EOSE
-58.6%
+180.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.3% |
| 7D | -4.0% | +15.0% | -18.9% | -4.3% |
| 30D | -4.9% | +2.5% | -7.4% | -5.1% |
| 3M | -9.2% | -33.7% | +24.5% | -8.5% |
| 6M | -2.6% | -32.7% | +30.2% | -2.4% |
| YTD | +10.5% | -63.8% | +74.3% | +12.1% |
| 1Y | -0.1% | -40.5% | +40.4% | -1.1% |
| 3Y | +25.4% | +50.4% | -25.0% | +16.1% |
| 5Y | +59.7% | -68.6% | +128.2% | +41.9% |
| All | +121.7% | -58.6% | +180.4% | +110.8% |
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