+65.9%
LIN vs RNG
-71.6%
+137.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -0.9% |
| 7D | +0.2% | +2.3% | -2.0% | +0.1% |
| 30D | +6.2% | -3.4% | +9.6% | +6.3% |
| 3M | +9.3% | +20.9% | -11.6% | +7.4% |
| 6M | +4.4% | +82.2% | -77.8% | -1.6% |
| YTD | +23.7% | +164.6% | -140.9% | +11.2% |
| 1Y | +23.5% | +177.0% | -153.5% | +10.3% |
| 3Y | +35.8% | +177.4% | -141.6% | +17.9% |
| 5Y | +65.9% | -72.3% | +138.2% | +74.9% |
| All | +65.9% | -71.6% | +137.4% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling