+65.9%
LIN vs ROST
+111.4%
-45.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +2.0% | +3.2% | -1.2% | +1.2% |
| 30D | +7.9% | +7.4% | +0.4% | +6.0% |
| 3M | +6.3% | -6.1% | +12.4% | +7.7% |
| 6M | +6.5% | +6.2% | +0.3% | +4.4% |
| YTD | +23.6% | +33.4% | -9.9% | +14.0% |
| 1Y | +25.7% | +48.8% | -23.1% | +12.6% |
| 3Y | +35.6% | +99.5% | -63.9% | +10.7% |
| 5Y | +65.9% | +112.7% | -46.8% | +27.5% |
| All | +65.9% | +111.4% | -45.5% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling