+37.8%
LIN vs RIG
-26.1%
+63.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.8% | -0.4% |
| 7D | +3.6% | -23.8% | +27.4% | +4.7% |
| 30D | +6.4% | -5.6% | +11.9% | +6.5% |
| 3M | +6.5% | -0.8% | +7.3% | +6.3% |
| 6M | +4.9% | -18.4% | +23.3% | +5.5% |
| YTD | +23.4% | +23.5% | 0.0% | +21.2% |
| 1Y | +26.3% | +30.8% | -4.5% | +23.6% |
| All | +37.8% | -26.1% | +63.9% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling