+68.0%
LIN vs SAN
+272.3%
-204.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +3.6% | +3.5% | +0.1% | +2.7% |
| 30D | +6.4% | -13.2% | +19.6% | +9.7% |
| 3M | +6.5% | -16.9% | +23.4% | +10.8% |
| 6M | +4.9% | +2.3% | +2.5% | +3.3% |
| YTD | +23.4% | +4.9% | +18.5% | +19.6% |
| 1Y | +26.3% | +20.4% | +5.9% | +17.6% |
| 3Y | +38.0% | +243.2% | -205.2% | -9.3% |
| 5Y | +68.0% | +275.3% | -207.3% | +4.7% |
| All | +68.0% | +272.3% | -204.3% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling