+27.3%
LIN vs VFC
+52.5%
-25.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.9% | +2.3% |
| 7D | +3.3% | +21.5% | -18.2% | +1.8% |
| 30D | +8.8% | +46.7% | -37.9% | +5.7% |
| 3M | +8.6% | +38.4% | -29.8% | +5.9% |
| 6M | +7.0% | +15.2% | -8.2% | +5.0% |
| YTD | +24.3% | +17.8% | +6.5% | +21.2% |
| 1Y | +27.3% | +55.6% | -28.3% | +20.0% |
| All | +27.3% | +52.5% | -25.2% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling