+94.5%
LIN vs SMR
-49.5%
+143.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +16.2% | -17.4% | -1.3% |
| 7D | +0.2% | -9.6% | +9.8% | +0.3% |
| 30D | +6.5% | -33.8% | +40.2% | +6.9% |
| 3M | +5.5% | -46.4% | +51.8% | +6.1% |
| 6M | +3.3% | -62.4% | +65.8% | +4.3% |
| YTD | +22.0% | -64.1% | +86.2% | +22.8% |
| 1Y | +25.7% | -84.3% | +110.1% | +28.3% |
| 3Y | +36.2% | +55.8% | -19.6% | +27.9% |
| All | +94.5% | -49.5% | +143.9% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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