+412.1%
LIN vs EVRG
+123.0%
+289.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +2.0% | +3.5% | -1.5% | +0.6% |
| 30D | +7.9% | +9.2% | -1.4% | +4.2% |
| 3M | +6.3% | +8.6% | -2.3% | +2.8% |
| 6M | +6.5% | +10.0% | -3.5% | +2.4% |
| YTD | +23.6% | +25.1% | -1.5% | +12.7% |
| 1Y | +25.7% | +19.5% | +6.2% | +16.7% |
| 3Y | +35.6% | +102.3% | -66.7% | +1.1% |
| 5Y | +65.9% | +66.8% | -1.0% | +32.6% |
| 10Y | +412.1% | +125.0% | +287.0% | +262.9% |
| All | +412.1% | +123.0% | +289.0% | +262.9% |
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