+452.1%
LIN vs SFM
+47.4%
+404.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.5% | -0.2% |
| 7D | +3.6% | +7.5% | -3.9% | +2.8% |
| 30D | +6.4% | -20.8% | +27.2% | +8.4% |
| 3M | +6.5% | -39.4% | +45.9% | +11.3% |
| 6M | +4.9% | -34.5% | +39.3% | +8.4% |
| YTD | +23.4% | -35.2% | +58.7% | +27.3% |
| 1Y | +26.3% | -35.3% | +61.6% | +30.2% |
| 3Y | +38.0% | +23.9% | +14.1% | +29.4% |
| 5Y | +68.0% | +113.8% | -45.8% | +45.3% |
| 10Y | +437.1% | +152.0% | +285.2% | +340.5% |
| All | +452.1% | +47.4% | +404.7% | +384.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling