+25.7%
LIN vs ROL
-35.3%
+61.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +0.9% | -0.9% |
| 7D | +0.2% | +9.5% | -9.3% | -0.7% |
| 30D | +6.5% | +22.9% | -16.5% | +4.2% |
| 3M | +5.5% | +3.5% | +1.9% | +5.4% |
| 6M | +3.3% | -29.4% | +32.7% | +6.8% |
| YTD | +22.0% | -36.1% | +58.1% | +24.5% |
| 1Y | +25.7% | -34.4% | +60.1% | +28.7% |
| All | +25.7% | -35.3% | +61.0% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling