+417.5%
LIN vs ROL
+216.1%
+201.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +0.9% | -0.4% |
| 7D | +0.2% | +9.5% | -9.3% | -2.9% |
| 30D | +6.5% | +22.9% | -16.5% | -1.0% |
| 3M | +5.5% | +3.5% | +1.9% | +3.8% |
| 6M | +3.3% | -29.4% | +32.7% | +15.7% |
| YTD | +22.0% | -36.1% | +58.1% | +40.7% |
| 1Y | +25.7% | -34.4% | +60.1% | +43.4% |
| 3Y | +36.2% | +4.0% | +32.2% | +28.7% |
| 5Y | +66.1% | +13.2% | +52.8% | +48.0% |
| All | +417.5% | +216.1% | +201.4% | +211.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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