+432.0%
LIN vs DRI
+332.1%
+99.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +0.3% | -0.7% | +1.1% | +0.5% |
| 30D | +8.0% | +14.7% | -6.7% | +4.1% |
| 3M | +7.7% | +5.4% | +2.3% | +5.9% |
| 6M | +5.1% | +18.8% | -13.8% | -0.2% |
| YTD | +24.7% | +28.4% | -3.7% | +15.4% |
| 1Y | +25.1% | +37.7% | -12.6% | +13.5% |
| 3Y | +36.8% | +68.0% | -31.1% | +15.7% |
| 5Y | +67.9% | +78.8% | -10.9% | +37.8% |
| All | +432.0% | +332.1% | +99.8% | +244.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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