+361.3%
LIN vs RL
+313.2%
+48.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.5% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | -2.4% | -7.8% | +5.3% | -0.6% |
| 3M | -5.6% | -4.0% | -1.6% | -4.9% |
| 6M | -3.4% | -1.9% | -1.5% | -3.8% |
| YTD | +13.1% | -0.2% | +13.3% | +11.9% |
| 1Y | +2.5% | +10.7% | -8.2% | -1.5% |
| 3Y | +27.6% | +210.8% | -183.2% | -9.7% |
| 5Y | +63.0% | +238.2% | -175.2% | +9.3% |
| All | +361.3% | +313.2% | +48.1% | +175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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