+417.5%
LIN vs ADP
+318.0%
+99.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | +0.2% | +3.2% | -3.0% | -1.3% |
| 30D | +6.5% | +14.9% | -8.4% | -0.5% |
| 3M | +5.5% | +11.6% | -6.1% | -0.3% |
| 6M | +3.3% | +48.5% | -45.1% | -15.9% |
| YTD | +22.0% | +20.6% | +1.5% | +9.5% |
| 1Y | +25.7% | +23.7% | +2.0% | +11.3% |
| 3Y | +36.2% | +47.8% | -11.6% | +8.9% |
| 5Y | +66.1% | +47.7% | +18.3% | +30.2% |
| All | +417.5% | +318.0% | +99.5% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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