+68.0%
LIN vs SPY
+67.0%
+1.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +2.3% |
| 7D | +3.6% | -4.7% | +8.3% | +6.9% |
| 30D | +6.4% | -5.9% | +12.3% | +10.6% |
| 3M | +6.5% | -4.5% | +11.0% | +9.6% |
| 6M | +4.9% | +1.8% | +3.1% | +2.9% |
| YTD | +23.4% | +8.3% | +15.1% | +15.5% |
| 1Y | +26.3% | +9.3% | +17.0% | +17.2% |
| 3Y | +38.0% | +74.9% | -36.9% | -14.2% |
| 5Y | +68.0% | +67.3% | +0.7% | +6.9% |
| All | +68.0% | +67.0% | +1.0% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling