+431.5%
LIN vs DGX
+279.6%
+151.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.1% | +1.6% | +0.5% | +1.5% |
| 30D | +6.8% | +11.2% | -4.4% | +2.7% |
| 3M | +10.4% | +10.4% | 0.0% | +6.3% |
| 6M | +3.2% | +37.1% | -33.9% | -8.5% |
| YTD | +24.6% | +52.1% | -27.5% | +5.6% |
| 1Y | +24.4% | +40.7% | -16.3% | +8.5% |
| 3Y | +36.7% | +107.6% | -70.8% | +0.9% |
| 5Y | +67.0% | +90.6% | -23.6% | +25.6% |
| All | +431.5% | +279.6% | +151.8% | +186.9% |
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