+361.3%
LIN vs ADP
+285.1%
+76.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | 0.0% |
| 7D | -2.1% | -3.4% | +1.3% | -0.5% |
| 30D | -2.4% | +2.8% | -5.2% | -3.8% |
| 3M | -5.6% | +20.9% | -26.5% | -14.4% |
| 6M | -3.4% | +29.9% | -33.3% | -16.3% |
| YTD | +13.1% | +9.6% | +3.5% | +6.5% |
| 1Y | +2.5% | -5.3% | +7.7% | +4.2% |
| 3Y | +27.6% | +16.5% | +11.1% | +15.2% |
| 5Y | +63.0% | +49.4% | +13.6% | +26.6% |
| All | +361.3% | +285.1% | +76.2% | +137.5% |
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