+30.0%
LIN vs SAN
+339.3%
-309.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -2.1% | +1.8% | -3.9% | -2.3% |
| 30D | -2.4% | +2.0% | -4.4% | -2.7% |
| 3M | -5.6% | +19.7% | -25.3% | -7.8% |
| 6M | -3.4% | +30.6% | -34.0% | -6.9% |
| YTD | +13.1% | +28.8% | -15.7% | +8.7% |
| 1Y | +2.5% | +57.8% | -55.3% | -5.1% |
| All | +30.0% | +339.3% | -309.3% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling