+417.3%
LIN vs DVA
+212.5%
+204.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.6% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +7.6% | +3.5% | +4.1% | +6.7% |
| 3M | +6.5% | +1.0% | +5.6% | +6.0% |
| 6M | +6.2% | -6.6% | +12.8% | +6.6% |
| YTD | +23.2% | +63.3% | -40.1% | +8.7% |
| 1Y | +25.4% | +50.0% | -24.6% | +12.7% |
| 3Y | +38.3% | +120.1% | -81.8% | +11.1% |
| 5Y | +64.4% | +73.7% | -9.3% | +35.1% |
| 10Y | +417.3% | +212.7% | +204.6% | +260.7% |
| All | +417.3% | +212.5% | +204.8% | +260.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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