+7.0%
LIN vs ADP
+44.4%
-37.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | 0.0% | +2.3% |
| 7D | +3.3% | +6.4% | -3.1% | +2.7% |
| 30D | +8.8% | +16.6% | -7.8% | +7.7% |
| 3M | +8.6% | +12.9% | -4.3% | +7.9% |
| 6M | +7.0% | +45.7% | -38.6% | +7.0% |
| All | +7.0% | +44.4% | -37.4% | +7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling