+431.5%
LIN vs SGI
+319.5%
+111.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.1% | -5.3% | +7.4% | +3.1% |
| 30D | +6.8% | -2.1% | +8.8% | +7.0% |
| 3M | +10.4% | -8.2% | +18.5% | +11.7% |
| 6M | +3.2% | -4.6% | +7.7% | +3.3% |
| YTD | +24.6% | -31.5% | +56.0% | +31.7% |
| 1Y | +24.4% | -30.8% | +55.2% | +31.1% |
| 3Y | +36.7% | +67.2% | -30.5% | +19.4% |
| 5Y | +67.0% | +42.5% | +24.5% | +45.3% |
| All | +431.5% | +319.5% | +111.9% | +265.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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