+4,207.8%
LIN vs SPYG
+513.6%
+3,694.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.8% |
| 7D | +0.2% | -3.6% | +3.8% | +2.7% |
| 30D | +6.5% | -11.2% | +17.6% | +15.3% |
| 3M | +5.5% | -8.1% | +13.5% | +11.3% |
| 6M | +3.3% | -3.3% | +6.6% | +4.3% |
| YTD | +22.0% | +5.5% | +16.5% | +14.6% |
| 1Y | +25.7% | +7.0% | +18.8% | +16.6% |
| 3Y | +36.2% | +89.5% | -53.3% | -20.7% |
| 5Y | +66.1% | +63.3% | +2.8% | +6.6% |
| 10Y | +431.0% | +395.1% | +35.8% | +43.9% |
| All | +4,207.8% | +513.6% | +3,694.2% | +595.9% |
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 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