+431.5%
LIN vs RJF
+326.9%
+104.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | +2.1% | +3.6% | -1.5% | +0.7% |
| 30D | +6.8% | +7.2% | -0.5% | +3.8% |
| 3M | +10.4% | -6.5% | +16.9% | +12.9% |
| 6M | +3.2% | +10.3% | -7.1% | -1.3% |
| YTD | +24.6% | +6.5% | +18.1% | +19.8% |
| 1Y | +24.4% | +6.1% | +18.3% | +19.6% |
| 3Y | +36.7% | +74.9% | -38.1% | +3.8% |
| 5Y | +67.0% | +81.3% | -14.3% | +22.0% |
| All | +431.5% | +326.9% | +104.5% | +175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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