+6,345.7%
LIN vs DVA
+5,406.5%
+939.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.9% |
| 7D | +0.2% | +2.1% | -1.9% | -0.1% |
| 30D | +6.5% | +8.2% | -1.8% | +5.1% |
| 3M | +5.5% | +5.9% | -0.4% | +4.4% |
| 6M | +3.3% | -1.3% | +4.6% | +2.9% |
| YTD | +22.0% | +68.4% | -46.4% | +11.2% |
| 1Y | +25.7% | +57.5% | -31.7% | +15.7% |
| 3Y | +36.2% | +142.3% | -106.1% | +16.0% |
| 5Y | +66.1% | +75.0% | -8.9% | +45.1% |
| 10Y | +431.0% | +226.4% | +204.6% | +316.6% |
| All | +6,345.7% | +5,406.5% | +939.3% | +3,589.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling