+37.8%
LIN vs ROP
-0.9%
+38.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +3.6% | +9.2% | -5.6% | +1.3% |
| 30D | +6.4% | +35.5% | -29.1% | -1.6% |
| 3M | +6.5% | +24.4% | -17.9% | +0.6% |
| 6M | +4.9% | +38.0% | -33.2% | -4.0% |
| YTD | +23.4% | +11.1% | +12.4% | +23.2% |
| 1Y | +26.3% | +10.9% | +15.4% | +26.0% |
| All | +37.8% | -0.9% | +38.7% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling