+6,146.3%
LIN vs SAP
+2,504.2%
+3,642.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.6% | +1.5% |
| 7D | +3.3% | +1.3% | +2.0% | +2.9% |
| 30D | +8.8% | +15.5% | -6.8% | +5.0% |
| 3M | +8.6% | +22.8% | -14.2% | +3.1% |
| 6M | +7.0% | +42.5% | -35.5% | -3.0% |
| YTD | +24.3% | +0.5% | +23.7% | +21.6% |
| 1Y | +27.3% | -5.9% | +33.2% | +26.6% |
| 3Y | +38.9% | +79.5% | -40.6% | +15.7% |
| 5Y | +69.4% | +75.3% | -6.0% | +40.7% |
| 10Y | +440.7% | +228.9% | +211.9% | +283.5% |
| All | +6,146.3% | +2,504.2% | +3,642.1% | +2,846.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling