-1.0%
LIN vs EOSE
-43.4%
+42.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -1.1% |
| 7D | -4.3% | +14.0% | -18.3% | -4.2% |
| 30D | -5.6% | -5.9% | +0.3% | -5.6% |
| 3M | -9.0% | -34.3% | +25.2% | -9.2% |
| 6M | -2.5% | -37.8% | +35.3% | -2.7% |
| YTD | +9.3% | -65.2% | +74.5% | +9.1% |
| 1Y | -1.0% | -41.9% | +40.9% | -0.5% |
| All | -1.0% | -43.4% | +42.4% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling