+54.3%
DIA vs LIN
+68.3%
-13.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.9% | -3.3% |
| 7D | -1.6% | +3.6% | -5.2% | -3.0% |
| 30D | 0.0% | +6.4% | -6.4% | -2.6% |
| 3M | -4.9% | +6.5% | -11.4% | -7.5% |
| 6M | +5.0% | +4.9% | +0.2% | +2.5% |
| YTD | +8.2% | +23.4% | -15.2% | -2.4% |
| 1Y | +10.3% | +26.3% | -16.0% | -1.6% |
| 3Y | +58.4% | +38.0% | +20.4% | +34.9% |
| 5Y | +54.3% | +68.0% | -13.7% | +16.5% |
| All | +54.3% | +68.3% | -13.9% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling