+68.0%
LIN vs SNAP
-90.2%
+158.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.0% | +13.4% | +0.1% |
| 7D | +3.6% | -10.4% | +14.0% | +4.1% |
| 30D | +6.4% | -11.9% | +18.3% | +7.0% |
| 3M | +6.5% | -4.5% | +11.0% | +6.5% |
| 6M | +4.9% | -16.7% | +21.6% | +5.3% |
| YTD | +23.4% | -36.9% | +60.4% | +25.6% |
| 1Y | +26.3% | -30.3% | +56.6% | +27.6% |
| 3Y | +38.0% | -52.5% | +90.5% | +38.4% |
| 5Y | +68.0% | -90.4% | +158.4% | +88.8% |
| All | +68.0% | -90.2% | +158.2% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling