+64.4%
LIN vs DFNS
-100.0%
+164.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.0% |
| 7D | +0.1% | -42.8% | +42.9% | +0.1% |
| 30D | +7.6% | -67.6% | +75.1% | +7.6% |
| 3M | +6.5% | -94.9% | +101.4% | +6.6% |
| 6M | +6.2% | -96.7% | +102.9% | +6.4% |
| YTD | +23.2% | -99.6% | +122.8% | +23.5% |
| 1Y | +25.4% | -99.7% | +125.2% | +25.6% |
| 3Y | +38.3% | -100.0% | +138.3% | +39.9% |
| 5Y | +64.4% | -100.0% | +164.4% | +94.5% |
| All | +64.4% | -100.0% | +164.4% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 5y: compounded portfolio wealth divided by compounded DFNS 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…
5y analysis · Full analysis span regression · 6 months rolling