+764.2%
LIN vs VCIT
+96.2%
+668.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.3% |
| 7D | +3.3% | +0.4% | +2.8% | +3.1% |
| 30D | +8.8% | +2.2% | +6.6% | +7.8% |
| 3M | +8.6% | -1.8% | +10.5% | +9.5% |
| 6M | +7.0% | -1.6% | +8.6% | +7.8% |
| YTD | +24.3% | -1.7% | +26.0% | +25.2% |
| 1Y | +27.3% | -0.8% | +28.1% | +27.7% |
| 3Y | +38.9% | +19.3% | +19.6% | +29.4% |
| 5Y | +69.4% | +3.5% | +65.8% | +62.6% |
| 10Y | +440.7% | +28.6% | +412.1% | +429.7% |
| All | +764.2% | +96.2% | +668.0% | +984.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 all: compounded portfolio wealth divided by compounded VCIT 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…
all analysis · Full analysis span regression · 6 months rolling