+44.7%
LINC vs SPY
+819.8%
-775.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.0% |
| 7D | +30.9% | +3.3% | +27.6% | +28.1% |
| 30D | -2.0% | -2.7% | +0.7% | +0.7% |
| 3M | -22.9% | -1.7% | -21.1% | -21.3% |
| 6M | -54.2% | +3.1% | -57.3% | -55.1% |
| YTD | -4.8% | +11.9% | -16.7% | -12.4% |
| 1Y | +8.6% | +12.0% | -3.4% | 0.0% |
| 3Y | +136.2% | +78.2% | +58.0% | +54.0% |
| 5Y | +212.7% | +73.2% | +139.4% | +106.6% |
| 10Y | +1,109.5% | +309.6% | +799.8% | +299.6% |
| All | +44.7% | +819.8% | -775.1% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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