+433.2%
LIN vs SPMO
+572.4%
-139.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.5% | -1.9% |
| 7D | -2.1% | +2.0% | -4.1% | -3.3% |
| 30D | -2.4% | -0.4% | -2.1% | -2.4% |
| 3M | -5.6% | -1.9% | -3.7% | -6.1% |
| 6M | -3.4% | +25.0% | -28.4% | -18.3% |
| YTD | +13.1% | +26.0% | -12.9% | -5.0% |
| 1Y | +2.5% | +28.7% | -26.2% | -15.5% |
| 3Y | +27.6% | +160.9% | -133.3% | -38.5% |
| 5Y | +63.0% | +147.9% | -84.9% | -18.7% |
| 10Y | +359.3% | +518.9% | -159.7% | +40.0% |
| All | +433.2% | +572.4% | -139.2% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 all: compounded portfolio wealth divided by compounded SPMO 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…
all analysis · Full analysis span regression · 6 months rolling