+361.3%
LIN vs DD
+68.8%
+292.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.1% |
| 7D | -2.1% | -3.5% | +1.4% | -0.7% |
| 30D | -2.4% | -10.3% | +7.9% | +2.0% |
| 3M | -5.6% | -7.5% | +2.0% | -2.7% |
| 6M | -3.4% | -8.0% | +4.6% | -1.0% |
| YTD | +13.1% | +10.5% | +2.6% | +6.7% |
| 1Y | +2.5% | +38.3% | -35.8% | -13.0% |
| 3Y | +27.6% | +42.5% | -14.9% | +3.2% |
| 5Y | +63.0% | +60.2% | +2.9% | +22.3% |
| All | +361.3% | +68.8% | +292.4% | +213.7% |
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