+1,129.1%
DIA vs LIN
+3,557.8%
-2,428.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.1% |
| 7D | -0.2% | -2.1% | +1.9% | +0.8% |
| 30D | -1.5% | -2.4% | +0.9% | -0.5% |
| 3M | +3.8% | -5.6% | +9.3% | +6.1% |
| 6M | +10.3% | -3.4% | +13.7% | +11.3% |
| YTD | +12.1% | +13.1% | -1.0% | +5.3% |
| 1Y | +18.6% | +2.5% | +16.2% | +16.2% |
| 3Y | +60.6% | +27.6% | +33.0% | +41.8% |
| 5Y | +64.4% | +63.0% | +1.4% | +28.3% |
| 10Y | +250.1% | +359.3% | -109.2% | +72.0% |
| All | +1,129.1% | +3,557.8% | -2,428.7% | +183.2% |
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