+431.5%
LIN vs RCL
+340.1%
+91.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +2.1% | -1.2% | +3.3% | +2.3% |
| 30D | +6.8% | +17.8% | -11.1% | +3.7% |
| 3M | +10.4% | +4.9% | +5.4% | +9.1% |
| 6M | +3.2% | +23.7% | -20.6% | -1.3% |
| YTD | +24.6% | +17.8% | +6.8% | +18.7% |
| 1Y | +24.4% | +28.9% | -4.5% | +16.4% |
| 3Y | +36.7% | +241.9% | -205.1% | +4.2% |
| 5Y | +67.0% | +295.4% | -228.4% | +18.4% |
| All | +431.5% | +340.1% | +91.3% | +249.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling