+64.4%
LIN vs DGX
+102.1%
-37.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.5% |
| 7D | +0.1% | +3.5% | -3.4% | -0.9% |
| 30D | +7.6% | +12.4% | -4.9% | +3.9% |
| 3M | +6.5% | +9.3% | -2.8% | +3.6% |
| 6M | +6.2% | +39.7% | -33.5% | -4.5% |
| YTD | +23.2% | +52.2% | -28.9% | +7.0% |
| 1Y | +25.4% | +47.1% | -21.7% | +10.1% |
| 3Y | +38.3% | +108.8% | -70.5% | +5.4% |
| 5Y | +64.4% | +101.4% | -36.9% | +23.7% |
| All | +64.4% | +102.1% | -37.7% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling