+359.5%
LIN vs DE
+867.0%
-507.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -4.3% | -2.4% | -1.9% | -3.5% |
| 30D | -5.6% | +9.7% | -15.3% | -8.8% |
| 3M | -9.0% | +21.4% | -30.4% | -15.4% |
| 6M | -2.5% | +15.0% | -17.5% | -8.1% |
| YTD | +9.3% | +46.4% | -37.1% | -6.3% |
| 1Y | -1.0% | +45.6% | -46.7% | -15.2% |
| 3Y | +24.0% | +76.8% | -52.8% | -3.6% |
| 5Y | +59.1% | +99.4% | -40.3% | +13.5% |
| All | +359.5% | +867.0% | -507.5% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling