+757.8%
LIN vs DG
+635.1%
+122.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.2% |
| 7D | +3.6% | +6.1% | -2.5% | +2.6% |
| 30D | +6.4% | +11.9% | -5.6% | +4.3% |
| 3M | +6.5% | +9.3% | -2.8% | +4.7% |
| 6M | +4.9% | +19.1% | -14.3% | +1.2% |
| YTD | +23.4% | +5.9% | +17.5% | +21.2% |
| 1Y | +26.3% | +39.8% | -13.5% | +17.8% |
| 3Y | +38.0% | +23.4% | +14.6% | +27.0% |
| 5Y | +68.0% | -33.3% | +101.3% | +73.5% |
| 10Y | +437.1% | +131.0% | +306.1% | +331.9% |
| All | +757.8% | +635.1% | +122.7% | +394.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling