+417.5%
LIN vs RIG
-46.9%
+464.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.9% | -1.4% |
| 7D | +0.2% | -24.5% | +24.7% | +2.3% |
| 30D | +6.5% | -2.8% | +9.2% | +6.5% |
| 3M | +5.5% | +1.6% | +3.9% | +5.0% |
| 6M | +3.3% | -15.9% | +19.2% | +4.1% |
| YTD | +22.0% | +26.9% | -4.8% | +18.5% |
| 1Y | +25.7% | +34.4% | -8.6% | +21.4% |
| 3Y | +36.2% | -21.2% | +57.4% | +33.9% |
| 5Y | +66.1% | +46.4% | +19.7% | +49.3% |
| All | +417.5% | -46.9% | +464.4% | +352.4% |
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