+431.5%
LIN vs DTE
+152.1%
+279.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +2.1% | +3.4% | -1.3% | +0.6% |
| 30D | +6.8% | +8.9% | -2.1% | +2.9% |
| 3M | +10.4% | +1.1% | +9.3% | +9.7% |
| 6M | +3.2% | +0.1% | +3.1% | +2.8% |
| YTD | +24.6% | +11.1% | +13.5% | +18.3% |
| 1Y | +24.4% | +4.9% | +19.4% | +21.0% |
| 3Y | +36.7% | +58.6% | -21.8% | +9.4% |
| 5Y | +67.0% | +47.3% | +19.7% | +36.9% |
| All | +431.5% | +152.1% | +279.4% | +264.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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