+61.9%
LIN vs DT
-27.0%
+88.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.7% |
| 7D | -2.1% | -3.3% | +1.2% | -1.7% |
| 30D | -2.4% | +2.0% | -4.5% | -2.8% |
| 3M | -5.6% | +20.0% | -25.6% | -8.5% |
| 6M | -3.4% | +39.3% | -42.7% | -9.3% |
| YTD | +13.1% | +19.8% | -6.6% | +8.8% |
| 1Y | +2.5% | +4.3% | -1.8% | +0.9% |
| 3Y | +27.6% | +7.7% | +19.9% | +22.8% |
| All | +61.9% | -27.0% | +88.9% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling