+203.4%
LIN vs DT
+72.4%
+131.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | +0.1% | -20.2% | +20.4% | +3.9% |
| 30D | +7.6% | -30.8% | +38.3% | +14.2% |
| 3M | +6.5% | -10.2% | +16.8% | +7.8% |
| 6M | +6.2% | +8.0% | -1.8% | +3.1% |
| YTD | +23.2% | +1.5% | +21.8% | +20.2% |
| 1Y | +25.4% | -6.9% | +32.3% | +24.4% |
| 3Y | +38.3% | -10.9% | +49.2% | +35.9% |
| 5Y | +64.4% | -42.2% | +106.6% | +69.4% |
| All | +203.4% | +72.4% | +131.0% | +129.8% |
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