+417.3%
LIN vs DD
+105.4%
+311.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.9% | -4.9% | -1.4% |
| 7D | +0.1% | +9.8% | -9.7% | -4.1% |
| 30D | +7.6% | +19.3% | -11.8% | -0.5% |
| 3M | +6.5% | +9.4% | -2.8% | +2.0% |
| 6M | +6.2% | +4.8% | +1.4% | +3.2% |
| YTD | +23.2% | +30.2% | -7.0% | +8.0% |
| 1Y | +25.4% | +32.2% | -6.8% | +9.0% |
| 3Y | +38.3% | +93.1% | -54.8% | -2.5% |
| 5Y | +64.4% | +68.0% | -3.6% | +21.3% |
| 10Y | +417.3% | +98.5% | +318.8% | +236.5% |
| All | +417.3% | +105.4% | +311.9% | +236.5% |
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