+413.6%
LIN vs SNAP
-79.0%
+492.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.9% |
| 7D | +0.1% | -7.3% | +7.5% | +0.5% |
| 30D | +7.6% | -18.9% | +26.5% | +8.8% |
| 3M | +6.5% | -5.3% | +11.8% | +6.6% |
| 6M | +6.2% | -16.9% | +23.1% | +6.8% |
| YTD | +23.2% | -37.4% | +60.7% | +25.7% |
| 1Y | +25.4% | -38.5% | +63.9% | +28.0% |
| 3Y | +38.3% | -55.1% | +93.4% | +39.7% |
| 5Y | +64.4% | -90.8% | +155.2% | +76.6% |
| All | +413.6% | -79.0% | +492.6% | +370.3% |
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