+427.2%
LIN vs SPY
+311.8%
+115.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.2% |
| 7D | +0.3% | -0.9% | +1.3% | +1.0% |
| 30D | +8.0% | -2.4% | +10.4% | +9.9% |
| 3M | +7.7% | -1.2% | +8.8% | +8.3% |
| 6M | +5.1% | +3.3% | +1.8% | +1.4% |
| YTD | +24.7% | +12.3% | +12.4% | +11.4% |
| 1Y | +25.1% | +12.4% | +12.6% | +11.5% |
| 3Y | +36.8% | +78.8% | -42.0% | -22.1% |
| 5Y | +67.9% | +75.2% | -7.3% | -2.9% |
| 10Y | +427.2% | +311.1% | +116.1% | +26.7% |
| All | +427.2% | +311.8% | +115.4% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling