+2,961.8%
LIN vs SBAC
+2,208.1%
+753.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | -2.4% | +6.9% | -9.3% | -3.3% |
| 3M | -5.6% | -8.2% | +2.7% | -4.7% |
| 6M | -3.4% | -1.6% | -1.7% | -3.7% |
| YTD | +13.1% | -0.1% | +13.2% | +12.5% |
| 1Y | +2.5% | -0.5% | +2.9% | +1.9% |
| 3Y | +27.6% | -9.1% | +36.7% | +27.4% |
| 5Y | +63.0% | -43.8% | +106.8% | +71.7% |
| 10Y | +359.3% | +80.5% | +278.8% | +320.6% |
| All | +2,961.8% | +2,208.1% | +753.7% | +1,640.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling