+61.9%
LIN vs SM
+107.8%
-45.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.7% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -2.4% | +26.3% | -28.7% | -4.6% |
| 3M | -5.6% | +8.7% | -14.3% | -6.7% |
| 6M | -3.4% | +51.7% | -55.1% | -8.2% |
| YTD | +13.1% | +99.0% | -85.9% | +4.2% |
| 1Y | +2.5% | +34.6% | -32.1% | -1.8% |
| 3Y | +27.6% | -7.8% | +35.4% | +23.7% |
| All | +61.9% | +107.8% | -45.9% | +37.0% |
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