+432.0%
LIN vs ROP
+183.8%
+248.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | +0.3% | -2.9% | +3.3% | +1.8% |
| 30D | +8.0% | +30.1% | -22.0% | -5.6% |
| 3M | +7.7% | +19.9% | -12.2% | -2.2% |
| 6M | +5.1% | +46.0% | -41.0% | -14.7% |
| YTD | +24.7% | +8.4% | +16.4% | +17.6% |
| 1Y | +25.1% | +8.8% | +16.3% | +17.6% |
| 3Y | +36.8% | -5.6% | +42.5% | +37.6% |
| 5Y | +67.9% | +3.0% | +64.8% | +58.2% |
| All | +432.0% | +183.8% | +248.1% | +207.0% |
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