+36.2%
LIN vs SPOT
+255.6%
-219.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -1.0% |
| 7D | +0.2% | +1.6% | -1.4% | +0.1% |
| 30D | +6.5% | +17.6% | -11.1% | +5.4% |
| 3M | +5.5% | +26.9% | -21.5% | +3.9% |
| 6M | +3.3% | +41.8% | -38.5% | +1.0% |
| YTD | +22.0% | +3.8% | +18.2% | +21.4% |
| 1Y | +25.7% | -2.5% | +28.2% | +25.7% |
| 3Y | +36.2% | +260.6% | -224.3% | +29.9% |
| All | +36.2% | +255.6% | -219.4% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 3y: compounded portfolio wealth divided by compounded SPOT 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…
3y analysis · Full analysis span regression · 6 months rolling