+417.5%
LIN vs SPGI
+333.9%
+83.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.7% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | +6.5% | +18.4% | -11.9% | -1.5% |
| 3M | +5.5% | +15.7% | -10.2% | -1.7% |
| 6M | +3.3% | +17.3% | -13.9% | -5.0% |
| YTD | +22.0% | -4.7% | +26.8% | +22.2% |
| 1Y | +25.7% | +1.8% | +23.9% | +21.7% |
| 3Y | +36.2% | +31.7% | +4.5% | +13.6% |
| 5Y | +66.1% | +12.1% | +54.0% | +47.7% |
| All | +417.5% | +333.9% | +83.6% | +137.7% |
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