+417.5%
LIN vs SAN
+236.7%
+180.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.5% |
| 7D | +0.2% | +4.9% | -4.7% | -1.3% |
| 30D | +6.5% | -13.0% | +19.5% | +10.7% |
| 3M | +5.5% | -18.9% | +24.3% | +11.8% |
| 6M | +3.3% | -4.1% | +7.5% | +3.6% |
| YTD | +22.0% | +2.6% | +19.5% | +18.2% |
| 1Y | +25.7% | +16.9% | +8.8% | +16.6% |
| 3Y | +36.2% | +239.1% | -202.8% | -14.4% |
| 5Y | +66.1% | +266.8% | -200.8% | -2.2% |
| All | +417.5% | +236.7% | +180.8% | +203.8% |
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