+361.3%
LIN vs SAP
+178.8%
+182.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -2.1% | -2.9% | +0.8% | -1.1% |
| 30D | -2.4% | +9.0% | -11.4% | -5.6% |
| 3M | -5.6% | +14.9% | -20.5% | -11.0% |
| 6M | -3.4% | +11.9% | -15.3% | -9.0% |
| YTD | +13.1% | -9.9% | +23.0% | +15.0% |
| 1Y | +2.5% | -19.5% | +22.0% | +9.0% |
| 3Y | +27.6% | +61.8% | -34.2% | -5.1% |
| 5Y | +63.0% | +56.2% | +6.9% | +19.7% |
| All | +361.3% | +178.8% | +182.5% | +142.2% |
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