+427.2%
LIN vs DD
+99.0%
+328.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | +0.3% | +3.2% | -2.9% | -1.1% |
| 30D | +8.0% | +20.3% | -12.2% | -0.4% |
| 3M | +7.7% | +8.2% | -0.5% | +3.6% |
| 6M | +5.1% | +3.4% | +1.7% | +2.6% |
| YTD | +24.7% | +30.6% | -5.9% | +9.1% |
| 1Y | +25.1% | +30.6% | -5.6% | +9.3% |
| 3Y | +36.8% | +91.1% | -54.3% | -3.0% |
| 5Y | +67.9% | +68.6% | -0.7% | +23.6% |
| 10Y | +427.2% | +99.9% | +327.3% | +249.7% |
| All | +427.2% | +99.0% | +328.2% | +249.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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