+417.3%
LIN vs SFM
+146.8%
+270.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | +0.1% | -10.2% | +10.3% | +1.1% |
| 30D | +7.6% | -23.9% | +31.5% | +10.0% |
| 3M | +6.5% | -42.3% | +48.8% | +11.8% |
| 6M | +6.2% | -40.1% | +46.3% | +10.7% |
| YTD | +23.2% | -37.8% | +61.0% | +27.5% |
| 1Y | +25.4% | -37.1% | +62.5% | +29.6% |
| 3Y | +38.3% | +21.5% | +16.7% | +29.4% |
| 5Y | +64.4% | +103.8% | -39.4% | +41.7% |
| 10Y | +417.3% | +142.0% | +275.3% | +329.8% |
| All | +417.3% | +146.8% | +270.5% | +329.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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