+364.1%
LIN vs SNY
+64.5%
+299.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -2.4% | -3.3% | +0.9% | -1.2% |
| 30D | -2.4% | -2.2% | -0.3% | -1.7% |
| 3M | -9.3% | -3.0% | -6.2% | -8.5% |
| 6M | -2.6% | +2.7% | -5.3% | -4.0% |
| YTD | +10.4% | -6.8% | +17.3% | +12.4% |
| 1Y | -2.3% | -5.3% | +3.0% | -1.5% |
| 3Y | +24.4% | -9.8% | +34.2% | +23.8% |
| 5Y | +60.7% | +9.7% | +51.0% | +42.1% |
| All | +364.1% | +64.5% | +299.6% | +250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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