+1,317.5%
LIN vs SPYM
+829.4%
+488.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -2.4% | +0.1% | -2.5% | -2.5% |
| 3M | -5.6% | +2.0% | -7.6% | -7.6% |
| 6M | -3.4% | +13.1% | -16.4% | -14.0% |
| YTD | +13.1% | +13.6% | -0.5% | +0.1% |
| 1Y | +2.5% | +20.1% | -17.6% | -14.0% |
| 3Y | +27.6% | +77.6% | -50.0% | -26.2% |
| 5Y | +63.0% | +82.5% | -19.5% | -8.5% |
| 10Y | +359.3% | +317.6% | +41.7% | +20.7% |
| All | +1,317.5% | +829.4% | +488.1% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling