+25.7%
LIN vs DT
-8.7%
+34.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -1.2% |
| 7D | +0.2% | -24.7% | +24.9% | -0.1% |
| 30D | +6.5% | -27.4% | +33.8% | +6.0% |
| 3M | +5.5% | -11.1% | +16.6% | +5.4% |
| 6M | +3.3% | +13.7% | -10.4% | +4.0% |
| YTD | +22.0% | +0.2% | +21.8% | +23.4% |
| 1Y | +25.7% | -5.7% | +31.4% | +28.4% |
| All | +25.7% | -8.7% | +34.5% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling