+427.9%
LIN vs RIG
-48.2%
+476.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +0.2% | +4.3% | -4.1% | -0.1% |
| 30D | +6.2% | -5.8% | +12.0% | +6.5% |
| 3M | +9.3% | -6.7% | +16.0% | +9.6% |
| 6M | +4.4% | -18.7% | +23.0% | +5.5% |
| YTD | +23.7% | +28.8% | -5.1% | +20.0% |
| 1Y | +23.5% | +28.8% | -5.4% | +19.6% |
| 3Y | +35.8% | -20.0% | +55.8% | +33.3% |
| 5Y | +65.9% | +56.0% | +9.9% | +48.4% |
| All | +427.9% | -48.2% | +476.1% | +359.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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