+77.4%
LIN vs S
-56.8%
+134.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -2.1% | -7.7% | +5.6% | -1.5% |
| 30D | -2.4% | -5.3% | +2.9% | -2.2% |
| 3M | -5.6% | +20.3% | -25.8% | -7.3% |
| 6M | -3.4% | +47.4% | -50.8% | -7.1% |
| YTD | +13.1% | +32.5% | -19.4% | +9.6% |
| 1Y | +2.5% | +9.5% | -7.1% | +0.7% |
| 3Y | +27.6% | +15.5% | +12.1% | +22.3% |
| 5Y | +63.0% | -71.2% | +134.2% | +62.3% |
| All | +77.4% | -56.8% | +134.1% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling