+424.1%
LIN vs ESI
+177.3%
+246.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.9% |
| 3M | +6.5% | -19.6% | +26.1% | +11.0% |
| 6M | +4.9% | -29.8% | +34.6% | +11.6% |
| YTD | +23.4% | +23.9% | -0.4% | +13.3% |
| 1Y | +26.3% | +15.0% | +11.3% | +17.7% |
| 3Y | +38.0% | +64.3% | -26.4% | +14.8% |
| 5Y | +68.0% | +26.3% | +41.6% | +47.0% |
| 10Y | +437.1% | +321.7% | +115.4% | +256.7% |
| All | +424.1% | +177.3% | +246.8% | +274.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling