+423.5%
LIN vs SWKS
+31.5%
+392.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | +3.6% | -9.2% | +12.8% | +5.9% |
| 30D | +6.4% | -1.9% | +8.3% | +6.7% |
| 3M | +6.5% | +21.2% | -14.7% | +0.2% |
| 6M | +4.9% | +12.9% | -8.0% | -1.1% |
| YTD | +23.4% | +30.7% | -7.3% | +10.9% |
| 1Y | +26.3% | +14.1% | +12.2% | +17.6% |
| 3Y | +38.0% | -1.7% | +39.7% | +25.8% |
| 5Y | +68.0% | -43.0% | +111.0% | +77.3% |
| All | +423.5% | +31.5% | +392.0% | +311.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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