+412.1%
LIN vs DGX
+288.5%
+123.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +2.0% | +4.6% | -2.6% | +0.4% |
| 30D | +7.9% | +11.9% | -4.0% | +3.6% |
| 3M | +6.3% | +9.2% | -2.9% | +2.8% |
| 6M | +6.5% | +39.0% | -32.5% | -6.0% |
| YTD | +23.6% | +51.4% | -27.9% | +5.0% |
| 1Y | +25.7% | +42.6% | -16.9% | +9.2% |
| 3Y | +35.6% | +105.9% | -70.3% | +0.5% |
| 5Y | +65.9% | +96.6% | -30.7% | +23.3% |
| 10Y | +412.1% | +286.0% | +126.1% | +190.7% |
| All | +412.1% | +288.5% | +123.6% | +190.7% |
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