+10,545.1%
LIN vs DE
+19,915.9%
-9,370.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -2.1% | +10.0% | -12.1% | -5.7% |
| 30D | -2.4% | +13.3% | -15.7% | -7.3% |
| 3M | -5.6% | +17.5% | -23.1% | -11.8% |
| 6M | -3.4% | +13.6% | -17.0% | -9.2% |
| YTD | +13.1% | +49.8% | -36.7% | -5.1% |
| 1Y | +2.5% | +47.9% | -45.4% | -13.9% |
| 3Y | +27.6% | +72.5% | -44.9% | -1.4% |
| 5Y | +63.0% | +90.2% | -27.2% | +17.1% |
| 10Y | +359.3% | +865.4% | -506.1% | +64.0% |
| All | +10,545.1% | +19,915.9% | -9,370.7% | +1,487.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling