+27.3%
LIN vs ROP
+10.4%
+16.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.4% | +2.2% |
| 7D | +3.3% | +11.7% | -8.4% | +2.4% |
| 30D | +8.8% | +35.5% | -26.7% | +6.6% |
| 3M | +8.6% | +25.6% | -17.0% | +7.0% |
| 6M | +7.0% | +39.3% | -32.3% | +5.0% |
| YTD | +24.3% | +11.6% | +12.6% | +25.3% |
| 1Y | +27.3% | +10.6% | +16.6% | +28.4% |
| All | +27.3% | +10.4% | +16.8% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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