+37.8%
LIN vs SM
-20.8%
+58.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.4% |
| 7D | +3.6% | -25.1% | +28.7% | +5.1% |
| 30D | +6.4% | -15.6% | +22.0% | +7.1% |
| 3M | +6.5% | +2.7% | +3.8% | +5.7% |
| 6M | +4.9% | -3.8% | +8.7% | +4.1% |
| YTD | +23.4% | +61.8% | -38.4% | +16.6% |
| 1Y | +26.3% | +71.4% | -45.0% | +18.5% |
| All | +37.8% | -20.8% | +58.6% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling