+25.8%
LIN vs EOSE
+36.5%
-10.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.8% | -12.7% | -2.0% |
| 7D | -3.5% | +41.4% | -44.9% | -3.8% |
| 30D | -4.1% | +3.6% | -7.7% | -4.2% |
| 3M | -6.4% | -35.7% | +29.3% | -6.1% |
| 6M | -2.4% | -29.9% | +27.4% | -2.4% |
| YTD | +10.9% | -62.5% | +73.4% | +11.6% |
| 1Y | 0.0% | -37.4% | +37.4% | -0.7% |
| 3Y | +25.8% | +55.8% | -30.0% | +30.7% |
| All | +25.8% | +36.5% | -10.7% | +30.7% |
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