+686.0%
LIN vs DG
+606.1%
+79.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.4% | -1.2% |
| 7D | -2.1% | +8.4% | -10.5% | -3.4% |
| 30D | -2.4% | +4.9% | -7.4% | -3.3% |
| 3M | -5.6% | +29.3% | -34.9% | -9.8% |
| 6M | -3.4% | -11.3% | +7.9% | -2.0% |
| YTD | +13.1% | +1.8% | +11.4% | +12.0% |
| 1Y | +2.5% | +25.3% | -22.9% | -2.5% |
| 3Y | +27.6% | +9.1% | +18.5% | +20.4% |
| 5Y | +63.0% | -34.9% | +97.9% | +69.2% |
| 10Y | +359.3% | +108.2% | +251.1% | +276.4% |
| All | +686.0% | +606.1% | +79.9% | +356.6% |
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