+36.2%
LIN vs SGI
+69.1%
-32.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.3% | -0.4% |
| 7D | +0.2% | +1.0% | -0.8% | 0.0% |
| 30D | +6.5% | +3.9% | +2.6% | +5.8% |
| 3M | +5.5% | -0.8% | +6.3% | +5.4% |
| 6M | +3.3% | -18.0% | +21.3% | +5.6% |
| YTD | +22.0% | -27.6% | +49.6% | +26.6% |
| 1Y | +25.7% | -27.2% | +53.0% | +30.1% |
| 3Y | +36.2% | +76.0% | -39.7% | +29.1% |
| All | +36.2% | +69.1% | -32.8% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling