+24.4%
LIN vs ROP
+6.9%
+17.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.6% |
| 7D | +2.1% | +0.7% | +1.4% | +2.0% |
| 30D | +6.8% | +28.8% | -22.0% | +4.9% |
| 3M | +10.4% | +21.1% | -10.7% | +9.0% |
| 6M | +3.2% | +52.5% | -49.4% | +1.2% |
| YTD | +24.6% | +8.9% | +15.7% | +26.4% |
| 1Y | +24.4% | +8.2% | +16.2% | +26.7% |
| All | +24.4% | +6.9% | +17.5% | +26.7% |
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