+361.0%
LIN vs EVRG
+111.9%
+249.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -2.1% | +1.1% | -3.2% | -2.6% |
| 30D | -2.4% | -1.0% | -1.4% | -2.1% |
| 3M | -5.6% | +0.4% | -6.0% | -5.8% |
| 6M | -3.4% | -0.8% | -2.5% | -3.3% |
| YTD | +13.1% | +15.3% | -2.2% | +6.5% |
| 1Y | +2.5% | +17.9% | -15.4% | -4.4% |
| 3Y | +27.6% | +71.9% | -44.3% | +1.4% |
| 5Y | +63.0% | +45.3% | +17.8% | +37.7% |
| All | +361.0% | +111.9% | +249.0% | +230.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 10y: compounded portfolio wealth divided by compounded EVRG 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…
10y analysis · Full analysis span regression · 6 months rolling