+46.9%
LINK vs SPY
+937.6%
-890.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.2% |
| 7D | +0.5% | +0.5% | 0.0% | +0.4% |
| 30D | +8.0% | -0.9% | +9.0% | +8.4% |
| 3M | +8.9% | +3.9% | +5.0% | +7.9% |
| 6M | +78.9% | +14.5% | +64.4% | +72.4% |
| YTD | +42.0% | +12.9% | +29.1% | +37.4% |
| 1Y | -9.8% | +19.4% | -29.1% | -13.9% |
| 3Y | +33.3% | +78.5% | -45.2% | +12.5% |
| 5Y | +11.2% | +81.8% | -70.6% | -7.4% |
| 10Y | +14.2% | +311.5% | -297.4% | -25.7% |
| All | +46.9% | +937.6% | -890.7% | -26.9% |
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