+67.6%
SPY vs LIN
+64.4%
+3.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.8% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | -5.4% | +6.5% | -11.9% | -8.2% |
| 3M | -4.1% | +5.5% | -9.6% | -6.6% |
| 6M | +0.7% | +3.3% | -2.6% | -1.5% |
| YTD | +8.7% | +22.0% | -13.4% | -2.9% |
| 1Y | +10.9% | +25.7% | -14.9% | -2.6% |
| 3Y | +75.0% | +36.2% | +38.8% | +45.8% |
| All | +67.6% | +64.4% | +3.2% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling