+361.3%
LIN vs SBAC
+80.0%
+281.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | -2.1% | -0.8% | -1.3% | -1.9% |
| 30D | -2.4% | +6.9% | -9.3% | -4.3% |
| 3M | -5.6% | -8.2% | +2.7% | -3.6% |
| 6M | -3.4% | -1.6% | -1.7% | -4.1% |
| YTD | +13.1% | -0.1% | +13.2% | +11.5% |
| 1Y | +2.5% | -0.5% | +2.9% | +1.0% |
| 3Y | +27.6% | -9.1% | +36.7% | +26.5% |
| 5Y | +63.0% | -43.8% | +106.8% | +87.3% |
| All | +361.3% | +80.0% | +281.3% | +299.4% |
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