+417.5%
LIN vs RVTY
+206.3%
+211.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -4.0% | -1.9% |
| 7D | +0.2% | -1.2% | +1.4% | +0.3% |
| 30D | +6.5% | +1.0% | +5.4% | +5.7% |
| 3M | +5.5% | +35.8% | -30.4% | -4.4% |
| 6M | +3.3% | +56.7% | -53.4% | -10.8% |
| YTD | +22.0% | +60.7% | -38.7% | +3.1% |
| 1Y | +25.7% | +73.7% | -48.0% | +3.3% |
| 3Y | +36.2% | +82.8% | -46.5% | +4.5% |
| 5Y | +66.1% | -7.0% | +73.1% | +62.3% |
| All | +417.5% | +206.3% | +211.2% | +179.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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