0.0%
LIN vs SPYM
+19.5%
-19.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.9% |
| 7D | -3.5% | +0.6% | -4.0% | -3.5% |
| 30D | -4.1% | -0.9% | -3.2% | -4.0% |
| 3M | -6.4% | +3.9% | -10.3% | -6.7% |
| 6M | -2.4% | +14.5% | -17.0% | -3.7% |
| YTD | +10.9% | +13.0% | -2.1% | +9.9% |
| 1Y | 0.0% | +19.4% | -19.4% | -3.2% |
| All | 0.0% | +19.5% | -19.5% | -3.2% |
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