+11,596.6%
LIN vs SAN
+1,870.3%
+9,726.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.4% | -3.9% | +0.6% |
| 7D | +3.3% | +4.5% | -1.3% | +1.7% |
| 30D | +8.8% | -12.1% | +20.9% | +13.0% |
| 3M | +8.6% | -15.6% | +24.2% | +14.0% |
| 6M | +7.0% | +5.8% | +1.2% | +4.0% |
| YTD | +24.3% | +5.5% | +18.8% | +19.4% |
| 1Y | +27.3% | +23.6% | +3.7% | +16.0% |
| 3Y | +38.9% | +244.9% | -206.0% | -11.7% |
| 5Y | +69.4% | +282.2% | -212.8% | +1.1% |
| 10Y | +440.7% | +255.8% | +185.0% | +208.1% |
| All | +11,596.6% | +1,870.3% | +9,726.3% | +3,610.6% |
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