+417.3%
LIN vs DG
+128.5%
+288.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | +0.1% | +0.7% | -0.5% | 0.0% |
| 30D | +7.6% | +7.4% | +0.1% | +6.2% |
| 3M | +6.5% | +8.5% | -2.0% | +4.9% |
| 6M | +6.2% | +21.9% | -15.7% | +2.2% |
| YTD | +23.2% | +4.9% | +18.3% | +21.3% |
| 1Y | +25.4% | +40.4% | -15.0% | +17.0% |
| 3Y | +38.3% | +23.5% | +14.8% | +26.9% |
| 5Y | +64.4% | -32.3% | +96.7% | +72.4% |
| 10Y | +417.3% | +119.3% | +298.0% | +319.9% |
| All | +417.3% | +128.5% | +288.9% | +319.9% |
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