+65.9%
LIN vs SRE
+51.9%
+14.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -1.0% |
| 7D | +0.2% | -1.1% | +1.3% | +0.5% |
| 30D | +6.2% | -4.1% | +10.3% | +7.3% |
| 3M | +9.3% | -7.3% | +16.6% | +11.4% |
| 6M | +4.4% | -14.1% | +18.5% | +8.6% |
| YTD | +23.7% | -8.5% | +32.3% | +26.1% |
| 1Y | +23.5% | -12.0% | +35.5% | +27.2% |
| 3Y | +35.8% | +23.4% | +12.4% | +19.4% |
| 5Y | +65.9% | +51.3% | +14.6% | +35.2% |
| All | +65.9% | +51.9% | +14.0% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling