+11,385.0%
LIN vs EVRG
+1,737.8%
+9,647.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | +0.2% | +1.9% | -1.7% | -0.5% |
| 30D | +6.5% | +9.0% | -2.6% | +3.1% |
| 3M | +5.5% | +6.3% | -0.8% | +3.0% |
| 6M | +3.3% | +9.9% | -6.6% | -0.4% |
| YTD | +22.0% | +23.8% | -1.8% | +12.5% |
| 1Y | +25.7% | +19.9% | +5.8% | +17.2% |
| 3Y | +36.2% | +94.3% | -58.0% | +5.6% |
| 5Y | +66.1% | +64.6% | +1.4% | +35.5% |
| 10Y | +431.0% | +121.7% | +309.2% | +277.1% |
| All | +11,385.0% | +1,737.8% | +9,647.2% | +5,116.5% |
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 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