+36.2%
LIN vs SFM
+18.5%
+17.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | -0.9% |
| 7D | +0.2% | -1.2% | +1.4% | +0.3% |
| 30D | +6.5% | -24.8% | +31.2% | +7.6% |
| 3M | +5.5% | -43.7% | +49.2% | +7.8% |
| 6M | +3.3% | -37.3% | +40.6% | +5.1% |
| YTD | +22.0% | -38.4% | +60.4% | +24.1% |
| 1Y | +25.7% | -36.9% | +62.7% | +27.7% |
| 3Y | +36.2% | +20.7% | +15.6% | +58.0% |
| All | +36.2% | +18.5% | +17.7% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling