+1,149.6%
LIN vs SPXS
-100.0%
+1,249.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -0.6% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -2.4% | +0.8% | -3.2% | -2.1% |
| 3M | -5.6% | -4.7% | -0.9% | -6.5% |
| 6M | -3.4% | -29.6% | +26.2% | -12.4% |
| YTD | +13.1% | -29.8% | +42.9% | +2.8% |
| 1Y | +2.5% | -38.9% | +41.4% | -10.5% |
| 3Y | +27.6% | -79.6% | +107.2% | -14.7% |
| 5Y | +63.0% | -85.9% | +149.0% | +11.5% |
| 10Y | +359.3% | -99.5% | +458.8% | +46.5% |
| All | +1,149.6% | -100.0% | +1,249.6% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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