+96.3%
LIN vs RGTI
-2.8%
+99.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.9% | +7.6% | +0.8% |
| 7D | +2.1% | -18.1% | +20.2% | +2.3% |
| 30D | +6.8% | -17.6% | +24.4% | +7.0% |
| 3M | +10.4% | -48.3% | +58.7% | +11.2% |
| 6M | +3.2% | -47.8% | +50.9% | +3.7% |
| YTD | +24.6% | -56.6% | +81.2% | +25.3% |
| 1Y | +24.4% | -61.8% | +86.2% | +25.3% |
| 3Y | +36.7% | +807.5% | -770.8% | +23.1% |
| 5Y | +67.0% | -8.8% | +75.8% | +63.2% |
| All | +96.3% | -2.8% | +99.2% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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