+412.1%
LIN vs SAN
+255.1%
+157.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +2.0% | +10.8% | -8.8% | -1.1% |
| 30D | +7.9% | -5.7% | +13.6% | +9.5% |
| 3M | +6.3% | -13.4% | +19.7% | +10.4% |
| 6M | +6.5% | +3.5% | +2.9% | +4.2% |
| YTD | +23.6% | +9.7% | +13.8% | +17.3% |
| 1Y | +25.7% | +20.9% | +4.8% | +15.5% |
| 3Y | +35.6% | +254.3% | -218.7% | -15.8% |
| 5Y | +65.9% | +304.2% | -238.4% | -5.3% |
| 10Y | +412.1% | +260.2% | +151.8% | +194.4% |
| All | +412.1% | +255.1% | +157.0% | +194.4% |
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