+1,769.9%
LIN vs DLR
+3,551.7%
-1,781.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +1.8% |
| 7D | +3.3% | +2.8% | +0.4% | +2.3% |
| 30D | +8.8% | +2.8% | +6.0% | +7.7% |
| 3M | +8.6% | -4.0% | +12.6% | +9.5% |
| 6M | +7.0% | -5.6% | +12.6% | +7.9% |
| YTD | +24.3% | +21.9% | +2.3% | +15.2% |
| 1Y | +27.3% | +13.0% | +14.2% | +20.6% |
| 3Y | +38.9% | +52.2% | -13.3% | +16.6% |
| 5Y | +69.4% | +40.3% | +29.0% | +42.5% |
| 10Y | +440.7% | +186.1% | +254.7% | +242.7% |
| All | +1,769.9% | +3,551.7% | -1,781.8% | +394.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling