+232.3%
LIN vs DOW
-5.5%
+237.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +2.1% | +5.2% | -3.1% | +0.5% |
| 30D | +6.8% | +13.2% | -6.4% | +2.6% |
| 3M | +10.4% | +10.1% | +0.3% | +6.7% |
| 6M | +3.2% | -13.1% | +16.2% | +6.8% |
| YTD | +24.6% | +46.1% | -21.5% | +6.2% |
| 1Y | +24.4% | +50.0% | -25.6% | +4.7% |
| 3Y | +36.7% | -20.2% | +57.0% | +39.5% |
| 5Y | +67.0% | -27.7% | +94.7% | +75.1% |
| All | +232.3% | -5.5% | +237.8% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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