+11,385.0%
LIN vs DTE
+2,411.6%
+8,973.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | +6.5% | +6.2% | +0.3% | +3.6% |
| 3M | +5.5% | -2.6% | +8.1% | +6.5% |
| 6M | +3.3% | -3.5% | +6.9% | +4.6% |
| YTD | +22.0% | +7.4% | +14.7% | +17.5% |
| 1Y | +25.7% | +4.2% | +21.5% | +22.6% |
| 3Y | +36.2% | +51.7% | -15.5% | +10.8% |
| 5Y | +66.1% | +39.7% | +26.4% | +38.8% |
| 10Y | +431.0% | +137.5% | +293.5% | +236.0% |
| All | +11,385.0% | +2,411.6% | +8,973.5% | +2,808.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling