+418.0%
LIN vs SNAP
-75.3%
+493.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.9% | -3.3% | +2.2% |
| 7D | +3.3% | -0.7% | +3.9% | +3.3% |
| 30D | +8.8% | +5.5% | +3.3% | +8.3% |
| 3M | +8.6% | +2.2% | +6.4% | +8.2% |
| 6M | +7.0% | -4.1% | +11.1% | +6.7% |
| YTD | +24.3% | -26.6% | +50.9% | +25.6% |
| 1Y | +27.3% | -20.7% | +48.0% | +27.8% |
| 3Y | +38.9% | -44.8% | +83.7% | +38.6% |
| 5Y | +69.4% | -88.7% | +158.0% | +79.6% |
| All | +418.0% | -75.3% | +493.3% | +369.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling