+21.9%
DIS vs LIN
+358.9%
-337.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.2% |
| 7D | -2.6% | -2.1% | -0.5% | -1.4% |
| 30D | +3.5% | -2.4% | +5.9% | +4.9% |
| 3M | +6.8% | -5.6% | +12.4% | +9.8% |
| 6M | +3.0% | -3.4% | +6.4% | +4.2% |
| YTD | -6.7% | +13.1% | -19.8% | -13.8% |
| 1Y | -10.1% | +2.5% | -12.5% | -12.3% |
| 3Y | +33.0% | +27.6% | +5.4% | +13.4% |
| 5Y | -40.0% | +63.0% | -103.0% | -56.3% |
| All | +21.9% | +358.9% | -337.0% | -44.5% |
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 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