+11,518.3%
LIN vs ROP
+35,768.4%
-24,250.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +3.6% | +9.2% | -5.6% | +0.9% |
| 30D | +6.4% | +35.5% | -29.1% | -3.1% |
| 3M | +6.5% | +24.4% | -17.9% | -0.6% |
| 6M | +4.9% | +38.0% | -33.2% | -5.7% |
| YTD | +23.4% | +11.1% | +12.4% | +17.8% |
| 1Y | +26.3% | +10.9% | +15.4% | +20.6% |
| 3Y | +38.0% | -0.5% | +38.4% | +35.6% |
| 5Y | +68.0% | +4.5% | +63.5% | +62.3% |
| 10Y | +437.1% | +207.5% | +229.7% | +283.2% |
| All | +11,518.3% | +35,768.4% | -24,250.1% | +4,447.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling