+686.5%
LIN vs VCIT
+98.3%
+588.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -2.4% | -0.8% | -1.7% | -2.1% |
| 3M | -5.6% | -1.0% | -4.6% | -5.2% |
| 6M | -3.4% | -1.8% | -1.5% | -2.6% |
| YTD | +13.1% | -0.7% | +13.8% | +13.4% |
| 1Y | +2.5% | +1.0% | +1.5% | +2.0% |
| 3Y | +27.6% | +18.8% | +8.8% | +19.0% |
| 5Y | +63.0% | +3.5% | +59.6% | +56.2% |
| 10Y | +359.3% | +29.2% | +330.1% | +346.8% |
| All | +686.5% | +98.3% | +588.2% | +882.7% |
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