+567.1%
SLB vs LIN
+10,822.5%
-10,255.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -2.4% |
| 7D | -4.1% | +3.3% | -7.3% | -5.7% |
| 30D | +2.5% | +8.8% | -6.2% | -1.9% |
| 3M | +2.0% | +8.6% | -6.6% | -2.4% |
| 6M | -6.3% | +7.0% | -13.4% | -10.0% |
| YTD | +36.5% | +24.3% | +12.3% | +21.2% |
| 1Y | +46.2% | +27.3% | +19.0% | +28.1% |
| 3Y | -2.1% | +38.9% | -41.0% | -18.1% |
| 5Y | +73.7% | +69.4% | +4.3% | +28.5% |
| 10Y | -12.3% | +440.7% | -453.0% | -62.5% |
| All | +567.1% | +10,822.5% | -10,255.4% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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