+10,545.1%
LIN vs DD
+1,021.4%
+9,523.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.1% |
| 7D | -2.1% | -3.5% | +1.4% | -0.5% |
| 30D | -2.4% | -10.3% | +7.9% | +2.4% |
| 3M | -5.6% | -7.5% | +2.0% | -2.5% |
| 6M | -3.4% | -8.0% | +4.6% | -0.8% |
| YTD | +13.1% | +10.5% | +2.6% | +6.4% |
| 1Y | +2.5% | +38.3% | -35.8% | -13.6% |
| 3Y | +27.6% | +42.5% | -14.9% | +2.4% |
| 5Y | +63.0% | +60.2% | +2.9% | +21.8% |
| 10Y | +359.3% | +68.9% | +290.4% | +211.0% |
| All | +10,545.1% | +1,021.4% | +9,523.7% | +2,585.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling