+25.4%
LIN vs DD
+31.6%
-6.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.9% | -4.9% | +0.1% |
| 7D | +0.1% | +9.8% | -9.7% | -1.5% |
| 30D | +7.6% | +19.3% | -11.8% | +4.0% |
| 3M | +6.5% | +9.4% | -2.8% | +4.9% |
| 6M | +6.2% | +4.8% | +1.4% | +5.3% |
| YTD | +23.2% | +30.2% | -7.0% | +16.0% |
| All | +25.4% | +31.6% | -6.2% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling