+408.6%
LIN vs SNAP
-79.3%
+488.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.4% | -1.0% |
| 7D | +0.2% | -7.1% | +7.3% | +0.6% |
| 30D | +6.5% | -14.6% | +21.1% | +7.3% |
| 3M | +5.5% | -5.0% | +10.5% | +5.5% |
| 6M | +3.3% | -18.8% | +22.2% | +4.1% |
| YTD | +22.0% | -38.5% | +60.6% | +24.6% |
| 1Y | +25.7% | -38.1% | +63.8% | +28.2% |
| 3Y | +36.2% | -53.8% | +90.0% | +37.3% |
| 5Y | +66.1% | -90.7% | +156.7% | +78.2% |
| All | +408.6% | -79.3% | +488.0% | +366.2% |
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