+68.5%
LIN vs RVMD
+425.4%
-356.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.8% |
| 7D | +2.1% | -10.4% | +12.5% | +2.7% |
| 30D | +6.8% | -11.0% | +17.7% | +7.4% |
| 3M | +10.4% | -14.7% | +25.1% | +11.2% |
| 6M | +3.2% | +14.9% | -11.7% | +1.8% |
| YTD | +24.6% | +116.3% | -91.7% | +16.3% |
| 1Y | +24.4% | +167.6% | -143.2% | +14.1% |
| 3Y | +36.7% | +776.8% | -740.0% | +12.2% |
| All | +68.5% | +425.4% | -356.9% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling