+24.4%
LIN vs SM
+84.2%
-59.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +2.1% | +9.4% | -7.3% | +2.3% |
| 30D | +6.8% | -14.4% | +21.1% | +6.5% |
| 3M | +10.4% | +1.6% | +8.8% | +10.3% |
| 6M | +3.2% | +6.3% | -3.2% | +3.0% |
| YTD | +24.6% | +78.8% | -54.2% | +22.6% |
| 1Y | +24.4% | +83.1% | -58.7% | +22.5% |
| All | +24.4% | +84.2% | -59.8% | +22.5% |
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