+36.2%
LIN vs SHAK
+21.0%
+15.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -1.4% |
| 7D | +0.2% | +2.0% | -1.8% | 0.0% |
| 30D | +6.5% | +12.0% | -5.6% | +5.5% |
| 3M | +5.5% | +2.3% | +3.1% | +5.1% |
| 6M | +3.3% | -25.5% | +28.8% | +5.0% |
| YTD | +22.0% | -11.4% | +33.5% | +21.3% |
| 1Y | +25.7% | -21.8% | +47.5% | +26.5% |
| 3Y | +36.2% | +25.8% | +10.4% | +29.6% |
| All | +36.2% | +21.0% | +15.2% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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