+361.0%
LIN vs ROST
+308.6%
+52.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | -2.1% | +0.9% | -3.1% | -2.4% |
| 30D | -2.4% | -8.9% | +6.5% | +0.3% |
| 3M | -5.6% | -0.8% | -4.8% | -5.6% |
| 6M | -3.4% | +8.5% | -11.9% | -6.5% |
| YTD | +13.1% | +28.6% | -15.5% | +3.6% |
| 1Y | +2.5% | +52.3% | -49.9% | -11.3% |
| 3Y | +27.6% | +94.8% | -67.2% | +0.2% |
| 5Y | +63.0% | +110.8% | -47.7% | +21.0% |
| All | +361.0% | +308.6% | +52.3% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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