+11,518.3%
LIN vs DD
+1,135.1%
+10,383.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.2% | +1.1% |
| 7D | +3.6% | +3.1% | +0.5% | +1.8% |
| 30D | +6.4% | +8.7% | -2.4% | +2.0% |
| 3M | +6.5% | -1.2% | +7.7% | +6.4% |
| 6M | +4.9% | -1.1% | +5.9% | +4.2% |
| YTD | +23.4% | +21.7% | +1.8% | +10.6% |
| 1Y | +26.3% | +24.0% | +2.3% | +12.0% |
| 3Y | +38.0% | +75.6% | -37.6% | +0.4% |
| 5Y | +68.0% | +58.2% | +9.8% | +26.2% |
| 10Y | +437.1% | +88.0% | +349.1% | +244.8% |
| All | +11,518.3% | +1,135.1% | +10,383.2% | +2,690.9% |
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