+247.9%
DHR vs LIN
+430.8%
-182.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.6% |
| 7D | +3.1% | +0.1% | +3.0% | +3.1% |
| 30D | +7.0% | +7.6% | -0.6% | +2.9% |
| 3M | +15.0% | +6.5% | +8.5% | +11.2% |
| 6M | +37.9% | +6.2% | +31.7% | +33.2% |
| YTD | +3.3% | +23.2% | -19.9% | -8.2% |
| 1Y | +12.8% | +25.4% | -12.6% | -0.8% |
| 3Y | +22.4% | +38.3% | -15.9% | +1.6% |
| 5Y | -9.1% | +64.4% | -73.5% | -32.1% |
| 10Y | +247.9% | +417.3% | -169.4% | +56.0% |
| All | +247.9% | +430.8% | -182.9% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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