+419.3%
LIN vs SNAP
-78.1%
+497.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | +2.1% | +6.0% | -4.0% | +1.7% |
| 30D | +6.8% | -13.8% | +20.5% | +7.6% |
| 3M | +10.4% | -0.8% | +11.1% | +10.1% |
| 6M | +3.2% | -6.2% | +9.4% | +3.0% |
| YTD | +24.6% | -34.8% | +59.4% | +26.7% |
| 1Y | +24.4% | -38.7% | +63.1% | +27.0% |
| 3Y | +36.7% | -53.5% | +90.2% | +37.8% |
| 5Y | +67.0% | -90.2% | +157.2% | +78.6% |
| All | +419.3% | -78.1% | +497.4% | +374.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling