+2.5%
LIN vs TROW
+0.2%
+2.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -2.1% | -1.3% | -0.8% | -1.8% |
| 30D | -2.4% | -4.5% | +2.1% | -1.5% |
| 3M | -5.6% | +3.9% | -9.4% | -5.7% |
| 6M | -3.4% | +22.6% | -26.0% | -6.1% |
| YTD | +13.1% | +10.1% | +3.0% | +11.6% |
| 1Y | +2.5% | +3.6% | -1.1% | +3.9% |
| All | +2.5% | +0.2% | +2.3% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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