+431.5%
LIN vs DLR
+188.2%
+243.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.2% |
| 7D | +2.1% | +3.3% | -1.2% | +1.2% |
| 30D | +6.8% | +4.6% | +2.2% | +5.4% |
| 3M | +10.4% | -8.3% | +18.6% | +12.5% |
| 6M | +3.2% | -5.6% | +8.8% | +3.9% |
| YTD | +24.6% | +18.7% | +5.9% | +17.5% |
| 1Y | +24.4% | +17.1% | +7.3% | +17.6% |
| 3Y | +36.7% | +54.4% | -17.6% | +16.4% |
| 5Y | +67.0% | +36.5% | +30.5% | +44.8% |
| All | +431.5% | +188.2% | +243.3% | +273.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling