+417.5%
LIN vs RNG
+256.7%
+160.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | -0.9% |
| 7D | +0.2% | -11.3% | +11.5% | +1.2% |
| 30D | +6.5% | -5.7% | +12.1% | +6.9% |
| 3M | +5.5% | +16.8% | -11.3% | +3.7% |
| 6M | +3.3% | +58.5% | -55.1% | -2.0% |
| YTD | +22.0% | +151.3% | -129.3% | +9.0% |
| 1Y | +25.7% | +169.0% | -143.3% | +11.5% |
| 3Y | +36.2% | +156.9% | -120.7% | +18.2% |
| 5Y | +66.1% | -69.0% | +135.1% | +72.5% |
| All | +417.5% | +256.7% | +160.8% | +292.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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