+9,908.7%
LIN vs SPG
+5,256.9%
+4,651.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -2.1% | -2.4% | +0.3% | -1.4% |
| 30D | -2.4% | -6.8% | +4.4% | -0.4% |
| 3M | -5.6% | +2.7% | -8.3% | -6.4% |
| 6M | -3.4% | +5.5% | -8.8% | -5.2% |
| YTD | +13.1% | +15.7% | -2.6% | +7.8% |
| 1Y | +2.5% | +20.9% | -18.4% | -3.7% |
| 3Y | +27.6% | +112.4% | -84.8% | -0.2% |
| 5Y | +63.0% | +101.4% | -38.3% | +27.8% |
| 10Y | +359.3% | +60.6% | +298.6% | +245.0% |
| All | +9,908.7% | +5,256.9% | +4,651.8% | +2,433.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling