+4.9%
LIN vs ESI
-29.0%
+33.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.0% | +7.3% | -0.8% |
| 7D | +3.6% | -13.1% | +16.7% | +3.3% |
| 30D | +6.4% | -18.5% | +24.9% | +6.1% |
| 3M | +6.5% | -19.6% | +26.1% | +6.1% |
| 6M | +4.9% | -29.8% | +34.6% | +4.8% |
| All | +4.9% | -29.0% | +33.9% | +4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling