+412.3%
LIN vs RIO
+377.7%
+34.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | +0.2% | +2.2% | -2.1% | -0.6% |
| 30D | +6.5% | -10.1% | +16.6% | +10.3% |
| 3M | +5.5% | -14.1% | +19.6% | +10.7% |
| 6M | +3.3% | -18.9% | +22.2% | +10.1% |
| YTD | +22.0% | +9.9% | +12.1% | +15.6% |
| 1Y | +25.7% | +27.0% | -1.2% | +12.9% |
| 3Y | +36.2% | +50.1% | -13.8% | +12.6% |
| 5Y | +66.1% | +95.3% | -29.2% | +19.2% |
| All | +412.3% | +377.7% | +34.5% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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