+11,164.1%
LIN vs SM
+1,289.1%
+9,875.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.1% |
| 7D | +3.6% | -25.1% | +28.7% | +6.9% |
| 30D | +6.4% | -15.6% | +22.0% | +8.2% |
| 3M | +6.5% | +2.7% | +3.8% | +5.5% |
| 6M | +4.9% | -3.8% | +8.7% | +4.0% |
| YTD | +23.4% | +61.8% | -38.4% | +14.2% |
| 1Y | +26.3% | +71.4% | -45.0% | +15.9% |
| 3Y | +38.0% | -20.7% | +58.7% | +35.4% |
| 5Y | +68.0% | -11.5% | +79.5% | +57.0% |
| 10Y | +437.1% | +10.2% | +426.9% | +263.4% |
| All | +11,164.1% | +1,289.1% | +9,875.0% | +4,892.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling