+30.0%
LIN vs SPYG
+98.8%
-68.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -2.4% | -0.4% | -2.0% | -2.3% |
| 3M | -5.6% | +0.5% | -6.1% | -5.8% |
| 6M | -3.4% | +17.5% | -20.9% | -8.1% |
| YTD | +13.1% | +14.3% | -1.2% | +8.5% |
| 1Y | +2.5% | +21.7% | -19.2% | -4.2% |
| All | +30.0% | +98.8% | -68.8% | -1.0% |
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