+11,518.3%
LIN vs ROST
+76,405.8%
-64,887.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +0.3% |
| 7D | +3.6% | +1.3% | +2.3% | +3.3% |
| 30D | +6.4% | +4.9% | +1.5% | +5.2% |
| 3M | +6.5% | -6.9% | +13.4% | +8.0% |
| 6M | +4.9% | +3.8% | +1.0% | +3.5% |
| YTD | +23.4% | +31.4% | -7.9% | +15.4% |
| 1Y | +26.3% | +46.2% | -19.9% | +15.2% |
| 3Y | +38.0% | +99.8% | -61.8% | +16.3% |
| 5Y | +68.0% | +107.6% | -39.7% | +37.6% |
| 10Y | +437.1% | +322.2% | +114.9% | +269.8% |
| All | +11,518.3% | +76,405.8% | -64,887.4% | +3,460.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling