+369.0%
LIN vs DTE
+136.5%
+232.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -4.0% | 0.0% | -4.0% | -4.0% |
| 30D | -4.9% | -0.5% | -4.4% | -4.8% |
| 3M | -9.2% | -6.0% | -3.2% | -6.9% |
| 6M | -2.6% | -7.2% | +4.7% | +0.2% |
| YTD | +10.5% | +7.2% | +3.4% | +6.7% |
| 1Y | -0.1% | +4.1% | -4.2% | -2.4% |
| 3Y | +25.4% | +46.9% | -21.5% | +3.9% |
| 5Y | +59.7% | +32.9% | +26.8% | +37.4% |
| 10Y | +369.0% | +144.5% | +224.5% | +228.7% |
| All | +369.0% | +136.5% | +232.5% | +228.7% |
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