+358.4%
LIN vs VGT
+788.0%
-429.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -3.5% | +1.8% | -5.3% | -4.4% |
| 30D | -4.1% | -0.3% | -3.8% | -4.1% |
| 3M | -6.4% | +3.4% | -9.7% | -8.7% |
| 6M | -2.4% | +35.0% | -37.4% | -18.2% |
| YTD | +10.9% | +28.8% | -17.8% | -5.0% |
| 1Y | 0.0% | +38.0% | -38.0% | -18.2% |
| 3Y | +25.8% | +125.8% | -100.0% | -26.4% |
| 5Y | +60.8% | +134.7% | -73.9% | -10.4% |
| 10Y | +358.4% | +792.6% | -434.2% | +1.9% |
| All | +358.4% | +788.0% | -429.6% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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