+10,545.1%
LIN vs SAN
+2,307.3%
+8,237.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 3M | -5.6% | +19.7% | -25.3% | -11.2% |
| 6M | -3.4% | +30.6% | -34.0% | -12.3% |
| YTD | +13.1% | +28.8% | -15.7% | +2.4% |
| 1Y | +2.5% | +57.8% | -55.3% | -13.3% |
| 3Y | +27.6% | +338.1% | -310.5% | -24.6% |
| 5Y | +63.0% | +384.2% | -321.2% | -9.6% |
| 10Y | +359.3% | +353.1% | +6.1% | +142.9% |
| All | +10,545.1% | +2,307.3% | +8,237.8% | +3,084.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling