+412.1%
LIN vs SPYM
+310.0%
+102.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.6% |
| 7D | +2.0% | -0.6% | +2.6% | +2.3% |
| 30D | +7.9% | -3.7% | +11.5% | +11.0% |
| 3M | +6.3% | -2.7% | +9.0% | +8.4% |
| 6M | +6.5% | +2.2% | +4.3% | +3.7% |
| YTD | +23.6% | +10.9% | +12.7% | +11.7% |
| 1Y | +25.7% | +11.3% | +14.4% | +13.1% |
| 3Y | +35.6% | +76.8% | -41.2% | -21.5% |
| 5Y | +65.9% | +73.5% | -7.7% | -2.7% |
| 10Y | +412.1% | +307.9% | +104.1% | +31.7% |
| All | +412.1% | +310.0% | +102.1% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 10y: compounded portfolio wealth divided by compounded SPYM 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…
10y analysis · Full analysis span regression · 6 months rolling