+361.3%
LIN vs ROP
+137.6%
+223.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | +0.9% |
| 7D | -2.1% | -4.4% | +2.3% | +0.1% |
| 30D | -2.4% | +3.2% | -5.7% | -4.1% |
| 3M | -5.6% | +23.1% | -28.6% | -15.9% |
| 6M | -3.4% | +13.3% | -16.7% | -10.7% |
| YTD | +13.1% | -7.9% | +21.0% | +16.2% |
| 1Y | +2.5% | -22.1% | +24.5% | +15.5% |
| 3Y | +27.6% | -16.8% | +44.4% | +36.8% |
| 5Y | +63.0% | -13.5% | +76.6% | +68.6% |
| All | +361.3% | +137.6% | +223.7% | +171.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling