+417.5%
LIN vs SAP
+216.8%
+200.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | +0.3% |
| 7D | +0.2% | -0.7% | +0.9% | +0.4% |
| 30D | +6.5% | +11.1% | -4.6% | +2.5% |
| 3M | +5.5% | +17.0% | -11.6% | -0.7% |
| 6M | +3.3% | +34.8% | -31.5% | -9.0% |
| YTD | +22.0% | -2.2% | +24.3% | +20.3% |
| 1Y | +25.7% | -6.4% | +32.2% | +26.3% |
| 3Y | +36.2% | +75.1% | -38.9% | -1.5% |
| 5Y | +66.1% | +69.8% | -3.8% | +18.3% |
| All | +417.5% | +216.8% | +200.7% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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