+3,892.7%
LIN vs SPYG
+564.9%
+3,327.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -2.1% | +0.4% | -2.5% | -2.4% |
| 30D | -2.4% | -0.4% | -2.0% | -2.2% |
| 3M | -5.6% | +0.5% | -6.1% | -6.7% |
| 6M | -3.4% | +17.5% | -20.9% | -15.3% |
| YTD | +13.1% | +14.3% | -1.2% | +0.9% |
| 1Y | +2.5% | +21.7% | -19.2% | -13.2% |
| 3Y | +27.6% | +98.6% | -71.0% | -27.7% |
| 5Y | +63.0% | +85.1% | -22.1% | -4.1% |
| 10Y | +359.3% | +412.0% | -52.8% | +22.5% |
| All | +3,892.7% | +564.9% | +3,327.9% | +512.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling