+93.2%
LIN vs S
-48.9%
+142.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.0% | -7.1% | +0.4% |
| 7D | +0.1% | +1.6% | -1.4% | 0.0% |
| 30D | +7.6% | -10.5% | +18.0% | +8.2% |
| 3M | +6.5% | +9.9% | -3.4% | +5.3% |
| 6M | +6.2% | +41.8% | -35.6% | +2.5% |
| YTD | +23.2% | +56.8% | -33.6% | +17.5% |
| 1Y | +25.4% | +39.0% | -13.6% | +20.7% |
| 3Y | +38.3% | +53.8% | -15.5% | +29.2% |
| 5Y | +64.4% | -68.6% | +133.0% | +62.4% |
| All | +93.2% | -48.9% | +142.1% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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