+178.5%
LIN vs DT
+103.5%
+74.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.7% |
| 7D | -2.1% | -3.3% | +1.2% | -1.6% |
| 30D | -2.4% | +2.0% | -4.5% | -2.9% |
| 3M | -5.6% | +20.0% | -25.6% | -9.0% |
| 6M | -3.4% | +39.3% | -42.7% | -10.3% |
| YTD | +13.1% | +19.8% | -6.6% | +7.8% |
| 1Y | +2.5% | +4.3% | -1.8% | +0.2% |
| 3Y | +27.6% | +7.7% | +19.9% | +21.7% |
| 5Y | +63.0% | -26.8% | +89.9% | +61.1% |
| All | +178.5% | +103.5% | +74.9% | +106.0% |
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