+36.2%
LIN vs SAP
+75.3%
-39.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.7% |
| 7D | +0.2% | -0.7% | +0.9% | +0.3% |
| 30D | +6.5% | +11.1% | -4.6% | +5.3% |
| 3M | +5.5% | +17.0% | -11.6% | +3.7% |
| 6M | +3.3% | +34.8% | -31.5% | -0.3% |
| YTD | +22.0% | -2.2% | +24.3% | +23.6% |
| 1Y | +25.7% | -6.4% | +32.2% | +28.6% |
| 3Y | +36.2% | +75.1% | -38.9% | +27.7% |
| All | +36.2% | +75.3% | -39.0% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling