+417.5%
LIN vs DLR
+166.0%
+251.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.1% |
| 7D | +0.2% | -3.6% | +3.8% | +1.1% |
| 30D | +6.5% | -3.5% | +9.9% | +7.2% |
| 3M | +5.5% | -8.9% | +14.4% | +7.6% |
| 6M | +3.3% | -11.6% | +14.9% | +5.9% |
| YTD | +22.0% | +14.9% | +7.1% | +16.1% |
| 1Y | +25.7% | +6.4% | +19.3% | +22.0% |
| 3Y | +36.2% | +47.3% | -11.0% | +17.6% |
| 5Y | +66.1% | +32.8% | +33.3% | +45.1% |
| All | +417.5% | +166.0% | +251.5% | +280.4% |
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