+11,596.6%
LIN vs ADP
+6,745.8%
+4,850.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | 0.0% | +1.4% |
| 7D | +3.3% | +6.4% | -3.1% | +0.5% |
| 30D | +8.8% | +16.6% | -7.8% | +1.5% |
| 3M | +8.6% | +12.9% | -4.3% | +2.5% |
| 6M | +7.0% | +45.7% | -38.6% | -10.7% |
| YTD | +24.3% | +20.6% | +3.6% | +11.9% |
| 1Y | +27.3% | +20.5% | +6.8% | +14.6% |
| 3Y | +38.9% | +48.7% | -9.8% | +13.1% |
| 5Y | +69.4% | +50.0% | +19.3% | +35.6% |
| 10Y | +440.7% | +324.2% | +116.5% | +166.5% |
| All | +11,596.6% | +6,745.8% | +4,850.8% | +1,985.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling