+68.0%
LIN vs RCAT
+25.6%
+42.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.9% | +14.2% | -0.4% |
| 7D | +3.6% | -32.6% | +36.2% | +4.2% |
| 30D | +6.4% | -46.3% | +52.7% | +7.4% |
| 3M | +6.5% | -60.7% | +67.2% | +8.0% |
| 6M | +4.9% | -67.4% | +72.2% | +6.4% |
| YTD | +23.4% | -57.1% | +80.5% | +23.4% |
| 1Y | +26.3% | -63.8% | +90.1% | +26.6% |
| 3Y | +38.0% | +268.1% | -230.1% | +24.4% |
| 5Y | +68.0% | +25.2% | +42.8% | +55.1% |
| All | +68.0% | +25.6% | +42.3% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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