+25.7%
LIN vs SPYM
+12.0%
+13.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +2.0% | -0.6% | +2.6% | +2.0% |
| 30D | +7.9% | -3.7% | +11.5% | +8.1% |
| 3M | +6.3% | -2.7% | +9.0% | +6.4% |
| 6M | +6.5% | +2.2% | +4.3% | +6.2% |
| YTD | +23.6% | +10.9% | +12.7% | +23.2% |
| 1Y | +25.7% | +11.3% | +14.4% | +25.0% |
| All | +25.7% | +12.0% | +13.7% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling