+68.0%
LIN vs ADP
+49.8%
+18.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | +3.6% | +7.4% | -3.8% | +0.8% |
| 30D | +6.4% | +17.1% | -10.7% | 0.0% |
| 3M | +6.5% | +14.4% | -7.9% | +0.8% |
| 6M | +4.9% | +47.9% | -43.0% | -11.4% |
| YTD | +23.4% | +22.1% | +1.4% | +13.8% |
| 1Y | +26.3% | +21.8% | +4.6% | +16.5% |
| 3Y | +38.0% | +50.5% | -12.5% | +13.9% |
| 5Y | +68.0% | +49.6% | +18.4% | +34.9% |
| All | +68.0% | +49.8% | +18.2% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling