+3,087.9%
SPY vs LIN
+10,901.4%
-7,813.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.6% |
| 7D | -0.7% | +3.3% | -4.0% | -2.0% |
| 30D | -1.0% | +8.8% | -9.8% | -4.3% |
| 3M | -0.3% | +8.6% | -9.0% | -3.7% |
| 6M | +7.3% | +7.0% | +0.3% | +4.0% |
| YTD | +13.3% | +24.3% | -11.0% | +3.1% |
| 1Y | +14.8% | +27.3% | -12.5% | +3.4% |
| 3Y | +82.9% | +38.9% | +44.0% | +58.4% |
| 5Y | +75.6% | +69.4% | +6.2% | +39.6% |
| 10Y | +330.5% | +440.7% | -110.2% | +118.9% |
| All | +3,087.9% | +10,901.4% | -7,813.5% | +734.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling