+115.9%
LIN vs RDW
-27.8%
+143.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +0.8% |
| 7D | +2.1% | +7.2% | -5.1% | +1.9% |
| 30D | +6.8% | -10.3% | +17.1% | +6.9% |
| 3M | +10.4% | -41.4% | +51.8% | +11.9% |
| 6M | +3.2% | -32.5% | +35.7% | +3.0% |
| YTD | +24.6% | +1.7% | +22.9% | +20.9% |
| 1Y | +24.4% | +39.0% | -14.6% | +18.7% |
| 3Y | +36.7% | +214.2% | -177.5% | +19.8% |
| 5Y | +67.0% | -31.3% | +98.3% | +53.0% |
| All | +115.9% | -27.8% | +143.6% | +93.1% |
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