+361.0%
LIN vs DVA
+187.2%
+173.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.2% |
| 7D | -2.1% | +1.8% | -3.9% | -2.5% |
| 30D | -2.4% | -2.5% | +0.1% | -2.0% |
| 3M | -5.6% | -4.3% | -1.3% | -5.4% |
| 6M | -3.4% | +18.9% | -22.3% | -8.0% |
| YTD | +13.1% | +61.9% | -48.8% | +0.3% |
| 1Y | +2.5% | +35.7% | -33.3% | -5.8% |
| 3Y | +27.6% | +78.6% | -51.0% | +7.4% |
| 5Y | +63.0% | +39.2% | +23.8% | +43.3% |
| All | +361.0% | +187.2% | +173.8% | +233.5% |
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