+68.0%
LIN vs SPGI
+11.5%
+56.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | 0.0% |
| 7D | +3.6% | +2.6% | +1.0% | +2.7% |
| 30D | +6.4% | +19.3% | -12.9% | -0.3% |
| 3M | +6.5% | +15.5% | -9.0% | +0.8% |
| 6M | +4.9% | +18.3% | -13.5% | -2.3% |
| YTD | +23.4% | -3.8% | +27.2% | +24.1% |
| 1Y | +26.3% | +1.3% | +25.0% | +23.9% |
| 3Y | +38.0% | +33.6% | +4.4% | +16.4% |
| 5Y | +68.0% | +13.2% | +54.8% | +51.3% |
| All | +68.0% | +11.5% | +56.5% | +51.3% |
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