+36.2%
LIN vs SPYG
+90.1%
-53.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.3% |
| 7D | +0.2% | -3.6% | +3.8% | +1.0% |
| 30D | +6.5% | -11.2% | +17.6% | +9.2% |
| 3M | +5.5% | -8.1% | +13.5% | +7.3% |
| 6M | +3.3% | -3.3% | +6.6% | +3.6% |
| YTD | +22.0% | +5.5% | +16.5% | +19.2% |
| 1Y | +25.7% | +7.0% | +18.8% | +22.2% |
| 3Y | +36.2% | +89.5% | -53.3% | +6.9% |
| All | +36.2% | +90.1% | -53.9% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling