+423.5%
LIN vs RL
+362.4%
+61.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.3% | +6.7% | +1.1% |
| 7D | +3.6% | -4.7% | +8.3% | +4.7% |
| 30D | +6.4% | +3.6% | +2.8% | +5.3% |
| 3M | +6.5% | +0.5% | +5.9% | +6.0% |
| 6M | +4.9% | +6.6% | -1.7% | +2.4% |
| YTD | +23.4% | +8.8% | +14.6% | +19.3% |
| 1Y | +26.3% | +21.8% | +4.6% | +18.5% |
| 3Y | +38.0% | +245.8% | -207.8% | -5.0% |
| 5Y | +68.0% | +230.0% | -162.0% | +13.9% |
| All | +423.5% | +362.4% | +61.1% | +207.9% |
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