+431.5%
LIN vs SPGI
+333.9%
+97.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | +2.1% | +1.2% | +0.9% | +1.5% |
| 30D | +6.8% | +15.9% | -9.1% | -0.3% |
| 3M | +10.4% | +12.3% | -1.9% | +4.4% |
| 6M | +3.2% | +23.7% | -20.5% | -7.4% |
| YTD | +24.6% | -3.5% | +28.1% | +24.1% |
| 1Y | +24.4% | +0.4% | +24.0% | +21.3% |
| 3Y | +36.7% | +29.9% | +6.9% | +14.9% |
| 5Y | +67.0% | +15.2% | +51.8% | +46.5% |
| All | +431.5% | +333.9% | +97.6% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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