+237.1%
DIA vs LIN
+418.8%
-181.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | -1.6% | +0.3% | -2.0% | -1.8% |
| 30D | +1.3% | +8.0% | -6.8% | -2.8% |
| 3M | -2.1% | +7.7% | -9.8% | -5.9% |
| 6M | +6.2% | +5.1% | +1.2% | +2.9% |
| YTD | +10.3% | +24.7% | -14.4% | -3.1% |
| 1Y | +11.0% | +25.1% | -14.1% | -2.8% |
| 3Y | +60.4% | +36.8% | +23.5% | +32.2% |
| 5Y | +59.1% | +67.9% | -8.8% | +14.3% |
| 10Y | +237.1% | +427.2% | -190.1% | +34.0% |
| All | +237.1% | +418.8% | -181.8% | +34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling