+369.0%
LIN vs DGX
+244.3%
+124.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.0% | -2.2% | -1.7% | -3.2% |
| 30D | -4.9% | -0.9% | -4.0% | -4.6% |
| 3M | -9.2% | +15.6% | -24.8% | -14.1% |
| 6M | -2.6% | +17.8% | -20.4% | -8.6% |
| YTD | +10.5% | +37.5% | -26.9% | -2.5% |
| 1Y | -0.1% | +31.2% | -31.3% | -10.5% |
| 3Y | +25.4% | +96.6% | -71.2% | -5.5% |
| 5Y | +59.7% | +64.9% | -5.2% | +27.2% |
| 10Y | +369.0% | +254.6% | +114.4% | +173.1% |
| All | +369.0% | +244.3% | +124.7% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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