+112.2%
LIN vs DFNS
-99.9%
+212.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.0% |
| 7D | -2.1% | -16.0% | +13.9% | -2.1% |
| 30D | -2.4% | -77.7% | +75.3% | -2.4% |
| 3M | -5.6% | -77.2% | +71.6% | -5.4% |
| 6M | -3.4% | -95.2% | +91.8% | -3.2% |
| YTD | +13.1% | -98.0% | +111.1% | +13.3% |
| 1Y | +2.5% | -98.3% | +100.7% | +2.6% |
| 3Y | +27.6% | -99.9% | +127.5% | +29.1% |
| 5Y | +63.0% | -99.9% | +162.9% | +67.9% |
| All | +112.2% | -99.9% | +212.1% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling