+2,010.5%
LIN vs SGI
+2,021.1%
-10.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.2% |
| 7D | +3.6% | +5.3% | -1.7% | +2.7% |
| 30D | +6.4% | +8.2% | -1.8% | +4.9% |
| 3M | +6.5% | -2.2% | +8.7% | +6.6% |
| 6M | +4.9% | -8.4% | +13.3% | +5.6% |
| YTD | +23.4% | -23.4% | +46.9% | +27.4% |
| 1Y | +26.3% | -14.0% | +40.3% | +27.5% |
| 3Y | +38.0% | +78.8% | -40.8% | +21.5% |
| 5Y | +68.0% | +58.6% | +9.4% | +47.3% |
| 10Y | +437.1% | +427.8% | +9.3% | +258.1% |
| All | +2,010.5% | +2,021.1% | -10.6% | +748.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling