+11,518.3%
LIN vs RVTY
+1,922.7%
+9,595.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | +0.6% |
| 7D | +3.6% | -9.0% | +12.6% | +5.6% |
| 30D | +6.4% | -1.6% | +8.0% | +6.4% |
| 3M | +6.5% | +31.2% | -24.7% | -0.8% |
| 6M | +4.9% | +63.6% | -58.7% | -7.8% |
| YTD | +23.4% | +56.3% | -32.8% | +8.8% |
| 1Y | +26.3% | +63.3% | -37.0% | +9.9% |
| 3Y | +38.0% | +72.4% | -34.4% | +15.5% |
| 5Y | +68.0% | -9.6% | +77.6% | +61.8% |
| 10Y | +437.1% | +203.7% | +233.4% | +284.1% |
| All | +11,518.3% | +1,922.7% | +9,595.7% | +5,097.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling