+11,385.0%
LIN vs DE
+19,330.7%
-7,945.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.6% |
| 7D | +0.2% | -0.6% | +0.8% | +0.4% |
| 30D | +6.5% | +2.3% | +4.2% | +5.4% |
| 3M | +5.5% | +9.5% | -4.0% | +1.3% |
| 6M | +3.3% | +14.1% | -10.8% | -2.8% |
| YTD | +22.0% | +45.4% | -23.4% | +3.3% |
| 1Y | +25.7% | +42.9% | -17.2% | +7.0% |
| 3Y | +36.2% | +84.8% | -48.6% | +2.2% |
| 5Y | +66.1% | +101.8% | -35.8% | +16.5% |
| 10Y | +431.0% | +788.0% | -357.0% | +95.5% |
| All | +11,385.0% | +19,330.7% | -7,945.6% | +1,628.5% |
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