+10,545.1%
LIN vs EVRG
+1,611.8%
+8,933.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -2.1% | +1.1% | -3.2% | -2.5% |
| 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% | +7.0% |
| 1Y | +2.5% | +17.9% | -15.4% | -3.9% |
| 3Y | +27.6% | +71.9% | -44.3% | +3.3% |
| 5Y | +63.0% | +45.3% | +17.8% | +39.3% |
| 10Y | +359.3% | +113.1% | +246.2% | +231.3% |
| All | +10,545.1% | +1,611.8% | +8,933.3% | +4,864.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling