+427.9%
LIN vs DG
+105.9%
+321.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.4% |
| 7D | +0.2% | -2.5% | +2.7% | +0.6% |
| 30D | +6.2% | +7.7% | -1.5% | +4.8% |
| 3M | +9.3% | +13.1% | -3.8% | +6.9% |
| 6M | +4.4% | +32.0% | -27.7% | -0.8% |
| YTD | +23.7% | +3.3% | +20.4% | +22.1% |
| 1Y | +23.5% | +31.7% | -8.2% | +16.4% |
| 3Y | +35.8% | +21.7% | +14.1% | +24.8% |
| 5Y | +65.9% | -34.7% | +100.6% | +75.6% |
| All | +427.9% | +105.9% | +321.9% | +334.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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