+22.3%
LIN vs VG
-49.4%
+71.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.7% | +10.3% | +2.7% |
| 7D | +3.3% | -16.4% | +19.6% | +3.6% |
| 30D | +8.8% | -10.8% | +19.6% | +8.9% |
| 3M | +8.6% | -6.3% | +14.9% | +8.6% |
| 6M | +7.0% | -12.5% | +19.5% | +7.0% |
| YTD | +24.3% | +76.9% | -52.6% | +19.7% |
| 1Y | +27.3% | +51.8% | -24.5% | +23.2% |
| All | +22.3% | -49.4% | +71.6% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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