+427.9%
LIN vs DD
+98.3%
+329.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | +0.2% | +6.7% | -6.5% | -2.5% |
| 30D | +6.2% | +19.4% | -13.2% | -1.9% |
| 3M | +9.3% | +7.6% | +1.7% | +5.4% |
| 6M | +4.4% | +2.9% | +1.5% | +2.2% |
| YTD | +23.7% | +29.9% | -6.1% | +8.5% |
| 1Y | +23.5% | +28.6% | -5.2% | +8.6% |
| 3Y | +35.8% | +90.0% | -54.2% | -3.5% |
| 5Y | +65.9% | +68.1% | -2.3% | +22.3% |
| All | +427.9% | +98.3% | +329.6% | +253.4% |
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