+133.0%
LIN vs RVMD
+634.9%
-502.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.8% |
| 7D | -3.5% | -1.2% | -2.2% | -3.4% |
| 30D | -4.1% | +1.1% | -5.2% | -4.2% |
| 3M | -6.4% | +39.6% | -46.0% | -9.2% |
| 6M | -2.4% | +110.7% | -113.1% | -9.5% |
| YTD | +10.9% | +160.3% | -149.4% | +0.2% |
| 1Y | 0.0% | +404.9% | -404.9% | -15.6% |
| 3Y | +25.8% | +545.5% | -519.6% | +0.6% |
| 5Y | +60.8% | +584.7% | -523.8% | +21.6% |
| All | +133.0% | +634.9% | -502.0% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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