+361.3%
LIN vs SAN
+345.3%
+15.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -2.1% | +1.8% | -3.9% | -2.7% |
| 30D | -2.4% | +2.0% | -4.4% | -3.0% |
| 3M | -5.6% | +19.7% | -25.3% | -10.9% |
| 6M | -3.4% | +30.6% | -34.0% | -12.0% |
| YTD | +13.1% | +28.8% | -15.7% | +2.8% |
| 1Y | +2.5% | +57.8% | -55.3% | -13.1% |
| 3Y | +27.6% | +338.1% | -310.5% | -25.5% |
| 5Y | +63.0% | +384.2% | -321.2% | -11.5% |
| All | +361.3% | +345.3% | +15.9% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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