+68.0%
LIN vs DFNS
-100.0%
+168.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -19.6% | +19.0% | -0.7% |
| 7D | +3.6% | -37.4% | +41.0% | +3.6% |
| 30D | +6.4% | -65.8% | +72.2% | +6.4% |
| 3M | +6.5% | -95.0% | +101.5% | +6.5% |
| 6M | +4.9% | -95.8% | +100.7% | +5.0% |
| YTD | +23.4% | -99.5% | +123.0% | +23.7% |
| 1Y | +26.3% | -99.7% | +126.1% | +26.5% |
| 3Y | +38.0% | -100.0% | +138.0% | +40.2% |
| 5Y | +68.0% | -100.0% | +168.0% | +98.8% |
| All | +68.0% | -100.0% | +168.0% | +98.8% |
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