+27.3%
LIN vs SM
+70.4%
-43.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.3% | +17.9% | +2.3% |
| 7D | +3.3% | -21.5% | +24.7% | +2.9% |
| 30D | +8.8% | -11.4% | +20.2% | +8.5% |
| 3M | +8.6% | +0.6% | +8.0% | +8.4% |
| 6M | +7.0% | +0.2% | +6.8% | +6.6% |
| YTD | +24.3% | +69.7% | -45.4% | +21.7% |
| 1Y | +27.3% | +71.6% | -44.3% | +24.1% |
| All | +27.3% | +70.4% | -43.1% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling