+417.5%
LIN vs SBAC
+93.8%
+323.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.6% |
| 7D | +0.2% | +1.2% | -1.0% | -0.2% |
| 30D | +6.5% | +11.2% | -4.7% | +3.2% |
| 3M | +5.5% | +4.5% | +1.0% | +3.9% |
| 6M | +3.3% | -12.2% | +15.5% | +6.4% |
| YTD | +22.0% | -0.1% | +22.2% | +20.0% |
| 1Y | +25.7% | -0.3% | +26.0% | +23.6% |
| 3Y | +36.2% | -8.7% | +45.0% | +34.9% |
| 5Y | +66.1% | -40.2% | +106.2% | +86.4% |
| All | +417.5% | +93.8% | +323.7% | +351.9% |
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