+320.7%
LIN vs DBX
+14.3%
+306.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.5% |
| 7D | +0.3% | -8.1% | +8.5% | +1.8% |
| 30D | +8.0% | -4.9% | +12.9% | +8.9% |
| 3M | +7.7% | -2.7% | +10.4% | +7.8% |
| 6M | +5.1% | +25.2% | -20.1% | +0.2% |
| YTD | +24.7% | +19.3% | +5.4% | +19.3% |
| 1Y | +25.1% | +6.6% | +18.5% | +22.2% |
| 3Y | +36.8% | +24.6% | +12.2% | +26.6% |
| 5Y | +67.9% | +23.5% | +44.4% | +52.5% |
| All | +320.7% | +14.3% | +306.4% | +247.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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