+38.3%
LIN vs DGX
+106.2%
-67.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | +0.1% | +3.5% | -3.4% | -0.6% |
| 30D | +7.6% | +12.4% | -4.9% | +4.9% |
| 3M | +6.5% | +9.3% | -2.8% | +4.4% |
| 6M | +6.2% | +39.7% | -33.5% | -1.6% |
| YTD | +23.2% | +52.2% | -28.9% | +11.1% |
| 1Y | +25.4% | +47.1% | -21.7% | +14.0% |
| 3Y | +38.3% | +108.8% | -70.5% | +14.7% |
| All | +38.3% | +106.2% | -67.9% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling