+427.2%
LIN vs DLR
+188.5%
+238.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +0.3% | -2.0% | +2.4% | +0.8% |
| 30D | +8.0% | +0.5% | +7.5% | +7.7% |
| 3M | +7.7% | -4.4% | +12.1% | +8.5% |
| 6M | +5.1% | -6.4% | +11.5% | +6.1% |
| YTD | +24.7% | +19.5% | +5.2% | +17.5% |
| 1Y | +25.1% | +10.5% | +14.6% | +20.2% |
| 3Y | +36.8% | +54.0% | -17.2% | +16.6% |
| 5Y | +67.9% | +39.7% | +28.1% | +44.5% |
| 10Y | +427.2% | +189.5% | +237.7% | +272.0% |
| All | +427.2% | +188.5% | +238.6% | +272.0% |
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