+37.8%
LIN vs VFC
+39.3%
-1.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.5% |
| 7D | +3.6% | +10.9% | -7.3% | +2.8% |
| 30D | +6.4% | +40.6% | -34.2% | +3.8% |
| 3M | +6.5% | +34.4% | -28.0% | +4.1% |
| 6M | +4.9% | +12.3% | -7.4% | +3.5% |
| YTD | +23.4% | +14.4% | +9.1% | +21.4% |
| 1Y | +26.3% | +40.6% | -14.3% | +22.3% |
| All | +37.8% | +39.3% | -1.5% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling