+414.5%
LIN vs SNAP
-78.8%
+493.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.0% | +13.4% | +0.2% |
| 7D | +3.6% | -10.4% | +14.0% | +4.2% |
| 30D | +6.4% | -11.9% | +18.3% | +7.1% |
| 3M | +6.5% | -4.5% | +11.0% | +6.5% |
| 6M | +4.9% | -16.7% | +21.6% | +5.4% |
| YTD | +23.4% | -36.9% | +60.4% | +25.9% |
| 1Y | +26.3% | -30.3% | +56.6% | +27.8% |
| 3Y | +38.0% | -52.5% | +90.5% | +38.8% |
| 5Y | +68.0% | -90.4% | +158.4% | +79.9% |
| All | +414.5% | -78.8% | +493.3% | +370.9% |
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