+7,458.7%
LIN vs DAR
+1,762.6%
+5,696.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -2.1% | +1.4% | -3.5% | -2.2% |
| 30D | -2.4% | +12.8% | -15.2% | -3.4% |
| 3M | -5.6% | +7.4% | -12.9% | -6.2% |
| 6M | -3.4% | +22.3% | -25.7% | -5.0% |
| YTD | +13.1% | +81.1% | -68.0% | +8.0% |
| 1Y | +2.5% | +106.5% | -104.0% | -3.3% |
| 3Y | +27.6% | +5.3% | +22.3% | +25.1% |
| 5Y | +63.0% | -11.5% | +74.6% | +60.8% |
| 10Y | +359.3% | +353.3% | +5.9% | +302.9% |
| All | +7,458.7% | +1,762.6% | +5,696.1% | +5,278.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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