+412.1%
LIN vs ORLY
+407.9%
+4.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.0% | -0.7% | +2.7% | +2.2% |
| 30D | +7.9% | +3.4% | +4.5% | +6.7% |
| 3M | +6.3% | -3.1% | +9.4% | +7.3% |
| 6M | +6.5% | -3.8% | +10.3% | +7.2% |
| YTD | +23.6% | -2.0% | +25.6% | +23.0% |
| 1Y | +25.7% | -8.9% | +34.6% | +28.2% |
| 3Y | +35.6% | +36.0% | -0.4% | +19.2% |
| 5Y | +65.9% | +106.9% | -41.1% | +23.4% |
| 10Y | +412.1% | +410.7% | +1.3% | +184.0% |
| All | +412.1% | +407.9% | +4.2% | +184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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