+61.9%
LIN vs ROP
-13.6%
+75.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | +0.5% |
| 7D | -2.1% | -4.4% | +2.3% | -0.3% |
| 30D | -2.4% | +3.2% | -5.7% | -3.8% |
| 3M | -5.6% | +23.1% | -28.6% | -14.0% |
| 6M | -3.4% | +13.3% | -16.7% | -9.1% |
| YTD | +13.1% | -7.9% | +21.0% | +17.5% |
| 1Y | +2.5% | -22.1% | +24.5% | +16.4% |
| 3Y | +27.6% | -16.8% | +44.4% | +37.7% |
| All | +61.9% | -13.6% | +75.5% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling