+380.2%
LIN vs ESI
+224.6%
+155.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.6% |
| 7D | -2.1% | +3.3% | -5.4% | -2.9% |
| 30D | -2.4% | -5.9% | +3.4% | -1.3% |
| 3M | -5.6% | -14.1% | +8.5% | -3.2% |
| 6M | -3.4% | +6.6% | -10.0% | -6.9% |
| YTD | +13.1% | +45.0% | -31.9% | +0.8% |
| 1Y | +2.5% | +41.5% | -39.0% | -8.7% |
| 3Y | +27.6% | +78.8% | -51.2% | +4.9% |
| 5Y | +63.0% | +70.9% | -7.8% | +33.9% |
| 10Y | +359.3% | +317.1% | +42.2% | +202.0% |
| All | +380.2% | +224.6% | +155.6% | +233.2% |
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