+417.5%
LIN vs SM
+8.2%
+409.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | +0.2% | -25.9% | +26.1% | +2.3% |
| 30D | +6.5% | -15.1% | +21.6% | +7.5% |
| 3M | +5.5% | +4.9% | +0.6% | +4.7% |
| 6M | +3.3% | +6.1% | -2.8% | +2.1% |
| YTD | +22.0% | +63.4% | -41.4% | +16.1% |
| 1Y | +25.7% | +72.5% | -46.7% | +19.0% |
| 3Y | +36.2% | -16.9% | +53.1% | +34.1% |
| 5Y | +66.1% | -10.6% | +76.7% | +59.4% |
| All | +417.5% | +8.2% | +409.3% | +296.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling