+372.8%
LIN vs SEI
+616.9%
-244.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | +0.5% |
| 7D | +0.3% | +12.4% | -12.1% | -0.7% |
| 30D | +8.0% | -18.3% | +26.3% | +9.1% |
| 3M | +7.7% | +10.4% | -2.7% | +5.5% |
| 6M | +5.1% | -12.9% | +17.9% | +4.2% |
| YTD | +24.7% | +41.8% | -17.1% | +16.9% |
| 1Y | +25.1% | +30.3% | -5.2% | +17.8% |
| 3Y | +36.8% | +697.3% | -660.5% | -4.7% |
| 5Y | +67.9% | +877.0% | -809.1% | +8.4% |
| All | +372.8% | +616.9% | -244.1% | +183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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