+68.5%
LIN vs EVRG
+66.7%
+1.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | +2.1% | +1.4% | +0.7% | +1.6% |
| 30D | +6.8% | +7.4% | -0.6% | +4.1% |
| 3M | +10.4% | +7.2% | +3.1% | +7.6% |
| 6M | +3.2% | +9.5% | -6.3% | -0.3% |
| YTD | +24.6% | +25.6% | -1.0% | +14.4% |
| 1Y | +24.4% | +20.4% | +4.0% | +16.0% |
| 3Y | +36.7% | +108.8% | -72.1% | +3.4% |
| All | +68.5% | +66.7% | +1.8% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling