+431.5%
LIN vs SAP
+237.3%
+194.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +2.1% | +0.6% | +1.5% | +1.9% |
| 30D | +6.8% | +6.5% | +0.2% | +4.3% |
| 3M | +10.4% | +12.2% | -1.9% | +5.5% |
| 6M | +3.2% | +46.1% | -42.9% | -11.8% |
| YTD | +24.6% | -1.6% | +26.2% | +22.5% |
| 1Y | +24.4% | -5.1% | +29.5% | +24.2% |
| 3Y | +36.7% | +68.4% | -31.6% | +0.9% |
| 5Y | +67.0% | +79.4% | -12.4% | +15.9% |
| All | +431.5% | +237.3% | +194.2% | +162.6% |
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