+24.4%
LIN vs ROST
+43.7%
-19.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.9% |
| 7D | +2.1% | +0.3% | +1.8% | +2.1% |
| 30D | +6.8% | +0.5% | +6.3% | +6.7% |
| 3M | +10.4% | -5.2% | +15.6% | +10.9% |
| 6M | +3.2% | +9.8% | -6.7% | +3.2% |
| YTD | +24.6% | +29.4% | -4.8% | +22.2% |
| 1Y | +24.4% | +44.4% | -20.0% | +19.7% |
| All | +24.4% | +43.7% | -19.3% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling