+417.3%
LIN vs RNG
+259.3%
+158.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | +0.1% | -6.2% | +6.3% | +0.7% |
| 30D | +7.6% | -8.0% | +15.6% | +8.2% |
| 3M | +6.5% | +15.7% | -9.2% | +4.8% |
| 6M | +6.2% | +60.3% | -54.1% | +0.6% |
| YTD | +23.2% | +153.8% | -130.6% | +10.0% |
| 1Y | +25.4% | +172.2% | -146.7% | +11.1% |
| 3Y | +38.3% | +174.8% | -136.5% | +19.1% |
| 5Y | +64.4% | -68.6% | +133.0% | +70.6% |
| 10Y | +417.3% | +248.2% | +169.1% | +291.3% |
| All | +417.3% | +259.3% | +158.0% | +291.3% |
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