+412.1%
LIN vs ROST
+317.2%
+94.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +2.0% | +3.2% | -1.2% | +1.0% |
| 30D | +7.9% | +7.4% | +0.4% | +5.4% |
| 3M | +6.3% | -6.1% | +12.4% | +8.0% |
| 6M | +6.5% | +6.2% | +0.3% | +3.7% |
| YTD | +23.6% | +33.4% | -9.9% | +11.7% |
| 1Y | +25.7% | +48.8% | -23.1% | +9.6% |
| 3Y | +35.6% | +99.5% | -63.9% | +5.7% |
| 5Y | +65.9% | +112.7% | -46.8% | +22.9% |
| 10Y | +412.1% | +316.4% | +95.6% | +212.2% |
| All | +412.1% | +317.2% | +94.9% | +212.2% |
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