+25.1%
LIN vs SAP
-5.5%
+30.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +0.3% | -2.5% | +2.8% | +0.4% |
| 30D | +8.0% | +7.5% | +0.6% | +8.1% |
| 3M | +7.7% | +11.6% | -3.9% | +7.8% |
| 6M | +5.1% | +37.6% | -32.6% | +5.3% |
| YTD | +24.7% | -2.0% | +26.7% | +26.1% |
| 1Y | +25.1% | -6.4% | +31.5% | +29.0% |
| All | +25.1% | -5.5% | +30.6% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling