+63.3%
LIN vs VFC
-67.4%
+130.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | +0.2% | +11.2% | -11.0% | -0.9% |
| 30D | +6.5% | +41.5% | -35.1% | +2.7% |
| 3M | +5.5% | +38.9% | -33.5% | +1.9% |
| 6M | +3.3% | +6.1% | -2.8% | +2.1% |
| YTD | +22.0% | +14.5% | +7.5% | +19.2% |
| 1Y | +25.7% | +46.0% | -20.2% | +19.5% |
| 3Y | +36.2% | +36.4% | -0.1% | +23.0% |
| All | +63.3% | -67.4% | +130.8% | +130.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling