+361.3%
LIN vs SO
+156.1%
+205.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.7% |
| 7D | -2.1% | -0.2% | -2.0% | -2.1% |
| 30D | -2.4% | -4.6% | +2.2% | -0.7% |
| 3M | -5.6% | -3.0% | -2.5% | -4.6% |
| 6M | -3.4% | -8.3% | +4.9% | -0.3% |
| YTD | +13.1% | +3.5% | +9.6% | +11.1% |
| 1Y | +2.5% | -0.9% | +3.4% | +2.3% |
| 3Y | +27.6% | +45.4% | -17.7% | +7.5% |
| 5Y | +63.0% | +59.6% | +3.4% | +30.4% |
| All | +361.3% | +156.1% | +205.2% | +223.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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