+11,385.0%
LIN vs RJF
+16,130.9%
-4,745.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | +0.2% | +3.6% | -3.4% | -0.9% |
| 30D | +6.5% | +3.5% | +2.9% | +5.2% |
| 3M | +5.5% | -9.2% | +14.7% | +8.4% |
| 6M | +3.3% | +2.5% | +0.8% | +2.0% |
| YTD | +22.0% | +2.5% | +19.6% | +19.8% |
| 1Y | +25.7% | +2.3% | +23.4% | +23.4% |
| 3Y | +36.2% | +68.7% | -32.5% | +12.3% |
| 5Y | +66.1% | +74.4% | -8.4% | +33.7% |
| 10Y | +431.0% | +376.9% | +54.1% | +202.7% |
| All | +11,385.0% | +16,130.9% | -4,745.9% | +2,283.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling