+404.1%
LIN vs RNG
+327.7%
+76.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.6% |
| 7D | -2.1% | +5.8% | -7.9% | -2.6% |
| 30D | -2.4% | +19.6% | -22.0% | -4.1% |
| 3M | -5.6% | +67.0% | -72.6% | -10.5% |
| 6M | -3.4% | +88.4% | -91.8% | -10.1% |
| YTD | +13.1% | +155.5% | -142.4% | +1.1% |
| 1Y | +2.5% | +141.7% | -139.2% | -8.1% |
| 3Y | +27.6% | +131.1% | -103.5% | +12.1% |
| 5Y | +63.0% | -70.6% | +133.6% | +69.6% |
| 10Y | +359.3% | +228.2% | +131.1% | +250.8% |
| All | +404.1% | +327.7% | +76.3% | +276.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling