+114.4%
LIN vs RDW
-25.0%
+139.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.6% |
| 7D | +0.2% | +29.7% | -29.5% | -0.6% |
| 30D | +6.2% | -12.3% | +18.5% | +6.4% |
| 3M | +9.3% | -40.5% | +49.8% | +10.8% |
| 6M | +4.4% | -30.5% | +34.9% | +4.2% |
| YTD | +23.7% | +5.7% | +18.1% | +19.9% |
| 1Y | +23.5% | +34.5% | -11.0% | +18.0% |
| 3Y | +35.8% | +229.1% | -193.3% | +18.8% |
| 5Y | +65.9% | -28.6% | +94.5% | +51.8% |
| All | +114.4% | -25.0% | +139.4% | +91.6% |
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