+204.7%
LIN vs DT
+76.1%
+128.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | +0.2% | +2.7% | -2.5% | -0.2% |
| 30D | +6.2% | -30.4% | +36.5% | +12.6% |
| 3M | +9.3% | -9.4% | +18.7% | +10.5% |
| 6M | +4.4% | +14.5% | -10.1% | +0.3% |
| YTD | +23.7% | +3.6% | +20.1% | +20.3% |
| 1Y | +23.5% | -3.4% | +26.9% | +21.6% |
| 3Y | +35.8% | -11.1% | +46.9% | +33.5% |
| 5Y | +65.9% | -39.5% | +105.3% | +69.4% |
| All | +204.7% | +76.1% | +128.6% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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