+203.9%
LIN vs DT
+71.4%
+132.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.6% | +5.9% | +0.5% |
| 7D | +3.6% | -28.3% | +31.9% | +9.4% |
| 30D | +6.4% | -28.4% | +34.8% | +12.3% |
| 3M | +6.5% | -14.1% | +20.6% | +8.6% |
| 6M | +4.9% | +13.2% | -8.3% | +0.9% |
| YTD | +23.4% | +0.8% | +22.6% | +20.6% |
| 1Y | +26.3% | -7.8% | +34.1% | +25.5% |
| 3Y | +38.0% | -8.3% | +46.3% | +34.7% |
| 5Y | +68.0% | -42.7% | +110.7% | +73.4% |
| All | +203.9% | +71.4% | +132.6% | +130.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling