+65.9%
LIN vs DD
+70.0%
-4.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +2.0% | +2.2% | -0.2% | +1.1% |
| 30D | +7.9% | +20.7% | -12.8% | +0.3% |
| 3M | +6.3% | +11.3% | -5.0% | +1.7% |
| 6M | +6.5% | +6.0% | +0.5% | +3.5% |
| YTD | +23.6% | +31.7% | -8.1% | +9.3% |
| 1Y | +25.7% | +32.2% | -6.5% | +10.9% |
| 3Y | +35.6% | +92.7% | -57.1% | -3.0% |
| 5Y | +65.9% | +72.1% | -6.3% | +21.8% |
| All | +65.9% | +70.0% | -4.1% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling