-3.4%
LIN vs SPGI
+6.1%
-9.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.8% |
| 7D | -2.1% | +0.1% | -2.3% | -2.1% |
| 30D | -2.4% | +8.4% | -10.8% | -3.2% |
| 3M | -5.6% | +11.8% | -17.4% | -6.5% |
| 6M | -3.4% | +5.7% | -9.1% | -5.3% |
| All | -3.4% | +6.1% | -9.5% | -5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling