+3,302.9%
LIN vs SRE
+1,525.5%
+1,777.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.7% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | -2.4% | -0.7% | -1.7% | -2.4% |
| 3M | -5.6% | -6.3% | +0.7% | -3.3% |
| 6M | -3.4% | -10.7% | +7.3% | +0.7% |
| YTD | +13.1% | -3.5% | +16.6% | +13.9% |
| 1Y | +2.5% | +5.3% | -2.8% | -0.7% |
| 3Y | +27.6% | +31.8% | -4.2% | +8.8% |
| 5Y | +63.0% | +47.4% | +15.7% | +31.1% |
| 10Y | +359.3% | +120.6% | +238.7% | +197.0% |
| All | +3,302.9% | +1,525.5% | +1,777.3% | +886.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling