+361.0%
LIN vs RJF
+439.7%
-78.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | -2.1% | -0.6% | -1.5% | -1.9% |
| 30D | -2.4% | -1.3% | -1.2% | -2.0% |
| 3M | -5.6% | +18.9% | -24.5% | -11.9% |
| 6M | -3.4% | +15.0% | -18.4% | -9.0% |
| YTD | +13.1% | +12.2% | +0.9% | +6.9% |
| 1Y | +2.5% | +5.6% | -3.2% | -1.0% |
| 3Y | +27.6% | +74.9% | -47.3% | -2.5% |
| 5Y | +63.0% | +106.6% | -43.6% | +13.5% |
| All | +361.0% | +439.7% | -78.7% | +120.5% |
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