+1,156.7%
RSP vs LIN
+2,678.8%
-1,522.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +0.3% |
| 7D | +2.7% | +3.3% | -0.5% | +0.7% |
| 30D | +5.8% | +8.8% | -3.0% | +0.5% |
| 3M | +1.8% | +8.6% | -6.8% | -3.3% |
| 6M | +11.6% | +7.0% | +4.6% | +6.4% |
| YTD | +18.0% | +24.3% | -6.3% | +2.3% |
| 1Y | +21.8% | +27.3% | -5.4% | +4.0% |
| 3Y | +65.6% | +38.9% | +26.7% | +32.5% |
| 5Y | +51.6% | +69.4% | -17.7% | +5.4% |
| 10Y | +231.0% | +440.7% | -209.8% | +8.2% |
| All | +1,156.7% | +2,678.8% | -1,522.1% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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