+60.8%
LIN vs SPYG
+84.3%
-23.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -3.5% | +1.2% | -4.7% | -4.0% |
| 30D | -4.1% | -1.6% | -2.5% | -3.4% |
| 3M | -6.4% | +3.4% | -9.7% | -8.2% |
| 6M | -2.4% | +18.9% | -21.3% | -11.2% |
| YTD | +10.9% | +13.8% | -2.9% | +3.2% |
| 1Y | 0.0% | +20.6% | -20.6% | -10.2% |
| 3Y | +25.8% | +100.5% | -74.7% | -19.3% |
| 5Y | +60.8% | +84.6% | -23.8% | +4.9% |
| All | +60.8% | +84.3% | -23.4% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling