+36.7%
LIN vs SRE
+24.6%
+12.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +2.1% | +1.8% | +0.3% | +1.8% |
| 30D | +6.8% | -3.0% | +9.8% | +7.3% |
| 3M | +10.4% | -7.3% | +17.6% | +11.6% |
| 6M | +3.2% | -11.9% | +15.0% | +5.3% |
| YTD | +24.6% | -7.9% | +32.5% | +26.0% |
| 1Y | +24.4% | -11.1% | +35.5% | +26.6% |
| 3Y | +36.7% | +24.8% | +11.9% | +28.4% |
| All | +36.7% | +24.6% | +12.1% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 3y: compounded portfolio wealth divided by compounded SRE 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…
3y analysis · Full analysis span regression · 6 months rolling