+10,545.1%
LIN vs ROL
+5,529.0%
+5,016.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -2.1% | -1.4% | -0.7% | -1.7% |
| 30D | -2.4% | -4.1% | +1.7% | -1.1% |
| 3M | -5.6% | -22.5% | +16.9% | +2.2% |
| 6M | -3.4% | -37.7% | +34.3% | +12.1% |
| YTD | +13.1% | -39.6% | +52.7% | +32.0% |
| 1Y | +2.5% | -36.0% | +38.5% | +17.1% |
| 3Y | +27.6% | -5.1% | +32.7% | +26.2% |
| 5Y | +63.0% | -3.4% | +66.4% | +57.5% |
| 10Y | +359.3% | +215.2% | +144.0% | +193.7% |
| All | +10,545.1% | +5,529.0% | +5,016.1% | +2,576.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling