+284.0%
LIN vs SE
+589.8%
-305.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -2.1% | -6.1% | +4.0% | -1.5% |
| 30D | -2.4% | -2.5% | 0.0% | -2.4% |
| 3M | -5.6% | +21.7% | -27.3% | -7.9% |
| 6M | -3.4% | +27.0% | -30.4% | -6.6% |
| YTD | +13.1% | -12.1% | +25.2% | +13.5% |
| 1Y | +2.5% | -40.9% | +43.4% | +7.2% |
| 3Y | +27.6% | +191.0% | -163.4% | +8.3% |
| 5Y | +63.0% | -68.3% | +131.3% | +70.3% |
| All | +284.0% | +589.8% | -305.7% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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