+307.3%
SPY vs LIN
+430.8%
-123.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +1.9% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -3.3% | +7.6% | -10.9% | -7.0% |
| 3M | -2.4% | +6.5% | -9.0% | -5.8% |
| 6M | +2.6% | +6.2% | -3.6% | -1.4% |
| YTD | +11.2% | +23.2% | -12.0% | -1.9% |
| 1Y | +13.4% | +25.4% | -12.0% | -1.1% |
| 3Y | +79.9% | +38.3% | +41.6% | +47.2% |
| 5Y | +72.2% | +64.4% | +7.8% | +25.7% |
| 10Y | +307.3% | +417.3% | -110.0% | +68.8% |
| All | +307.3% | +430.8% | -123.5% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 10y: compounded portfolio wealth divided by compounded LIN 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…
10y analysis · Full analysis span regression · 6 months rolling