+415.8%
LIN vs SNAP
-78.3%
+494.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.6% |
| 7D | +0.2% | +2.6% | -2.3% | +0.1% |
| 30D | +6.2% | -19.6% | +25.7% | +7.5% |
| 3M | +9.3% | +0.4% | +9.0% | +9.0% |
| 6M | +4.4% | -5.9% | +10.3% | +4.1% |
| YTD | +23.7% | -35.3% | +59.1% | +25.9% |
| 1Y | +23.5% | -42.6% | +66.0% | +26.6% |
| 3Y | +35.8% | -53.9% | +89.7% | +36.9% |
| 5Y | +65.9% | -90.3% | +156.2% | +77.5% |
| All | +415.8% | -78.3% | +494.0% | +371.2% |
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