+412.1%
LIN vs SBAC
+103.9%
+308.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +2.0% | +3.6% | -1.6% | +1.0% |
| 30D | +7.9% | +4.9% | +3.0% | +6.3% |
| 3M | +6.3% | +6.5% | -0.2% | +4.2% |
| 6M | +6.5% | -11.1% | +17.6% | +9.3% |
| YTD | +23.6% | +0.9% | +22.6% | +21.2% |
| 1Y | +25.7% | -1.6% | +27.3% | +24.1% |
| 3Y | +35.6% | -7.0% | +42.6% | +33.5% |
| 5Y | +65.9% | -39.2% | +105.1% | +85.5% |
| 10Y | +412.1% | +111.4% | +300.7% | +324.8% |
| All | +412.1% | +103.9% | +308.2% | +324.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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