+64.4%
LIN vs RGEN
-34.8%
+99.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.2% | +0.7% |
| 7D | +0.1% | +3.5% | -3.3% | -0.3% |
| 30D | +7.6% | +2.9% | +4.7% | +7.1% |
| 3M | +6.5% | +9.2% | -2.6% | +5.2% |
| 6M | +6.2% | +44.9% | -38.7% | +1.4% |
| YTD | +23.2% | +9.2% | +14.0% | +21.1% |
| 1Y | +25.4% | +25.3% | +0.1% | +21.1% |
| 3Y | +38.3% | +21.7% | +16.6% | +29.4% |
| 5Y | +64.4% | -34.5% | +98.9% | +49.0% |
| All | +64.4% | -34.8% | +99.3% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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