+63.3%
LIN vs SPYM
+68.0%
-4.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.4% |
| 7D | +0.2% | -2.7% | +2.9% | +2.0% |
| 30D | +6.5% | -5.4% | +11.8% | +10.3% |
| 3M | +5.5% | -4.1% | +9.5% | +8.2% |
| 6M | +3.3% | +0.8% | +2.6% | +2.1% |
| YTD | +22.0% | +8.8% | +13.3% | +13.8% |
| 1Y | +25.7% | +11.0% | +14.8% | +15.3% |
| 3Y | +36.2% | +75.5% | -39.3% | -15.8% |
| All | +63.3% | +68.0% | -4.6% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling