+417.3%
LIN vs DLR
+174.9%
+242.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.4% | +0.1% |
| 7D | +0.1% | +2.4% | -2.2% | -0.5% |
| 30D | +7.6% | +0.7% | +6.8% | +7.2% |
| 3M | +6.5% | -6.4% | +13.0% | +8.0% |
| 6M | +6.2% | -6.5% | +12.7% | +7.2% |
| YTD | +23.2% | +18.8% | +4.4% | +16.3% |
| 1Y | +25.4% | +9.0% | +16.4% | +21.0% |
| 3Y | +38.3% | +54.5% | -16.2% | +17.8% |
| 5Y | +64.4% | +35.8% | +28.6% | +42.8% |
| 10Y | +417.3% | +177.5% | +239.8% | +272.8% |
| All | +417.3% | +174.9% | +242.4% | +272.8% |
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