+412.1%
LIN vs SAP
+222.2%
+189.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | +2.0% | +1.5% | +0.5% | +1.4% |
| 30D | +7.9% | +8.8% | -1.0% | +4.6% |
| 3M | +6.3% | +12.1% | -5.8% | +1.7% |
| 6M | +6.5% | +34.6% | -28.1% | -6.1% |
| YTD | +23.6% | -2.1% | +25.7% | +21.7% |
| 1Y | +25.7% | -5.5% | +31.3% | +25.7% |
| 3Y | +35.6% | +67.4% | -31.8% | +0.2% |
| 5Y | +65.9% | +74.6% | -8.7% | +16.5% |
| 10Y | +412.1% | +224.0% | +188.0% | +151.8% |
| All | +412.1% | +222.2% | +189.9% | +151.8% |
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