+431.5%
LIN vs ROST
+300.7%
+130.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.4% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | +6.8% | +0.5% | +6.3% | +6.5% |
| 3M | +10.4% | -5.2% | +15.6% | +11.9% |
| 6M | +3.2% | +9.8% | -6.7% | -0.4% |
| YTD | +24.6% | +29.4% | -4.8% | +13.6% |
| 1Y | +24.4% | +44.4% | -20.0% | +9.4% |
| 3Y | +36.7% | +95.0% | -58.3% | +7.3% |
| 5Y | +67.0% | +111.9% | -44.8% | +23.7% |
| All | +431.5% | +300.7% | +130.8% | +227.1% |
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