+3,614.0%
LIN vs SRE
+1,457.1%
+2,156.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | +0.9% |
| 7D | +3.6% | -7.1% | +10.6% | +6.7% |
| 30D | +6.4% | -0.2% | +6.6% | +6.3% |
| 3M | +6.5% | -4.9% | +11.4% | +8.2% |
| 6M | +4.9% | -14.1% | +18.9% | +10.9% |
| YTD | +23.4% | -7.5% | +31.0% | +26.3% |
| 1Y | +26.3% | -11.0% | +37.3% | +31.2% |
| 3Y | +38.0% | +21.2% | +16.8% | +21.8% |
| 5Y | +68.0% | +46.6% | +21.4% | +35.1% |
| 10Y | +437.1% | +114.4% | +322.8% | +251.4% |
| All | +3,614.0% | +1,457.1% | +2,156.9% | +993.1% |
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