+10,823.7%
LIN vs SPG
+5,756.7%
+5,067.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +3.6% | +5.0% | -1.4% | +2.1% |
| 30D | +6.4% | +12.3% | -5.9% | +2.7% |
| 3M | +6.5% | +1.9% | +4.6% | +5.8% |
| 6M | +4.9% | +14.4% | -9.6% | +0.4% |
| YTD | +23.4% | +26.5% | -3.1% | +14.4% |
| 1Y | +26.3% | +30.7% | -4.4% | +15.9% |
| 3Y | +38.0% | +122.6% | -84.6% | +6.4% |
| 5Y | +68.0% | +73.3% | -5.3% | +37.7% |
| 10Y | +437.1% | +111.1% | +326.0% | +269.7% |
| All | +10,823.7% | +5,756.7% | +5,067.0% | +2,589.8% |
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