+96.0%
LIN vs RDW
-1.6%
+97.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.0% |
| 7D | -2.1% | -3.1% | +1.0% | -2.0% |
| 30D | -2.4% | -1.8% | -0.7% | -2.5% |
| 3M | -5.6% | -50.9% | +45.3% | -3.7% |
| 6M | -3.4% | +13.5% | -16.9% | -5.3% |
| YTD | +13.1% | +38.6% | -25.4% | +9.0% |
| 1Y | +2.5% | +28.3% | -25.8% | -1.5% |
| 3Y | +27.6% | +217.2% | -189.6% | +12.4% |
| 5Y | +63.0% | -14.0% | +77.0% | +48.0% |
| All | +96.0% | -1.6% | +97.6% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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