+63.3%
LIN vs SPY
+67.4%
-4.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.4% |
| 7D | +0.2% | -2.7% | +2.9% | +1.9% |
| 30D | +6.5% | -5.4% | +11.9% | +10.3% |
| 3M | +5.5% | -4.1% | +9.6% | +8.2% |
| 6M | +3.3% | +0.7% | +2.6% | +2.2% |
| YTD | +22.0% | +8.7% | +13.4% | +13.9% |
| 1Y | +25.7% | +10.9% | +14.9% | +15.5% |
| 3Y | +36.2% | +75.0% | -38.8% | -15.3% |
| All | +63.3% | +67.4% | -4.0% | +3.8% |
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