+61.9%
LIN vs SPGI
+8.3%
+53.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | -2.1% | +0.1% | -2.3% | -2.2% |
| 30D | -2.4% | +8.4% | -10.8% | -5.4% |
| 3M | -5.6% | +11.8% | -17.4% | -9.9% |
| 6M | -3.4% | +5.7% | -9.1% | -6.2% |
| YTD | +13.1% | -9.7% | +22.8% | +16.4% |
| 1Y | +2.5% | -12.5% | +14.9% | +6.7% |
| 3Y | +27.6% | +21.8% | +5.8% | +12.0% |
| All | +61.9% | +8.3% | +53.6% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling