+68.0%
LIN vs SPG
+75.4%
-7.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +3.6% | +5.0% | -1.4% | +1.8% |
| 30D | +6.4% | +12.3% | -5.9% | +2.1% |
| 3M | +6.5% | +1.9% | +4.6% | +5.7% |
| 6M | +4.9% | +14.4% | -9.6% | -0.4% |
| YTD | +23.4% | +26.5% | -3.1% | +12.7% |
| 1Y | +26.3% | +30.7% | -4.4% | +13.9% |
| 3Y | +38.0% | +122.6% | -84.6% | -1.4% |
| 5Y | +68.0% | +73.3% | -5.3% | +24.3% |
| All | +68.0% | +75.4% | -7.5% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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