+313.3%
LIN vs SPOT
+270.3%
+43.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | +3.6% | +10.3% | -6.7% | +2.4% |
| 30D | +6.4% | +25.9% | -19.5% | +3.3% |
| 3M | +6.5% | +27.4% | -20.9% | +3.1% |
| 6M | +4.9% | +46.5% | -41.6% | -0.5% |
| YTD | +23.4% | +5.8% | +17.6% | +21.2% |
| 1Y | +26.3% | -0.9% | +27.2% | +25.0% |
| 3Y | +38.0% | +261.5% | -223.5% | +11.4% |
| 5Y | +68.0% | +112.6% | -44.6% | +40.1% |
| All | +313.3% | +270.3% | +43.0% | +182.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling