+68.0%
LIN vs SM
-8.9%
+76.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.3% |
| 7D | +3.6% | -25.1% | +28.7% | +6.0% |
| 30D | +6.4% | -15.6% | +22.0% | +7.6% |
| 3M | +6.5% | +2.7% | +3.8% | +5.6% |
| 6M | +4.9% | -3.8% | +8.7% | +4.0% |
| YTD | +23.4% | +61.8% | -38.4% | +15.3% |
| 1Y | +26.3% | +71.4% | -45.0% | +17.0% |
| 3Y | +38.0% | -20.7% | +58.7% | +34.8% |
| 5Y | +68.0% | -11.5% | +79.5% | +60.3% |
| All | +68.0% | -8.9% | +76.9% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling