+36.2%
LIN vs EOSE
-16.7%
+53.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.4% | +6.3% | -1.1% |
| 7D | +0.2% | -7.9% | +8.1% | +0.2% |
| 30D | +6.5% | -43.9% | +50.3% | +6.8% |
| 3M | +5.5% | -55.8% | +61.3% | +5.9% |
| 6M | +3.3% | -73.4% | +76.7% | +3.9% |
| YTD | +22.0% | -84.8% | +106.8% | +23.1% |
| 1Y | +25.7% | -88.6% | +114.4% | +27.1% |
| 3Y | +36.2% | -2.8% | +39.0% | +39.2% |
| All | +36.2% | -16.7% | +53.0% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling