+61.9%
LIN vs DBX
+7.0%
+54.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.5% |
| 7D | -2.1% | -2.4% | +0.3% | -1.7% |
| 30D | -2.4% | -0.5% | -1.9% | -2.5% |
| 3M | -5.6% | +28.1% | -33.6% | -10.3% |
| 6M | -3.4% | +33.1% | -36.5% | -9.6% |
| YTD | +13.1% | +25.3% | -12.2% | +7.2% |
| 1Y | +2.5% | +18.3% | -15.9% | -1.9% |
| 3Y | +27.6% | +25.0% | +2.6% | +16.1% |
| All | +61.9% | +7.0% | +54.9% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling