+417.3%
LIN vs VEA
+160.3%
+257.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | -1.5% |
| 7D | +0.1% | +0.4% | -0.3% | -0.3% |
| 30D | +7.6% | -0.7% | +8.2% | +7.9% |
| 3M | +6.5% | -3.9% | +10.4% | +9.8% |
| 6M | +6.2% | -0.6% | +6.8% | +5.5% |
| YTD | +23.2% | +12.9% | +10.3% | +7.6% |
| 1Y | +25.4% | +18.4% | +7.0% | +4.6% |
| 3Y | +38.3% | +75.3% | -37.0% | -22.8% |
| 5Y | +64.4% | +54.3% | +10.1% | +4.4% |
| 10Y | +417.3% | +158.0% | +259.3% | +106.8% |
| All | +417.3% | +160.3% | +257.0% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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