+68.0%
LIN vs ESI
+24.6%
+43.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.0% | +7.3% | +1.1% |
| 7D | +3.6% | -13.1% | +16.7% | +6.7% |
| 30D | +6.4% | -18.5% | +24.9% | +11.0% |
| 3M | +6.5% | -19.6% | +26.1% | +11.1% |
| 6M | +4.9% | -29.8% | +34.6% | +12.0% |
| YTD | +23.4% | +23.9% | -0.4% | +9.3% |
| 1Y | +26.3% | +15.0% | +11.3% | +14.2% |
| 3Y | +38.0% | +64.3% | -26.4% | +2.2% |
| 5Y | +68.0% | +26.3% | +41.6% | +32.7% |
| All | +68.0% | +24.6% | +43.4% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 5y: compounded portfolio wealth divided by compounded ESI 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…
5y analysis · Full analysis span regression · 6 months rolling