+417.3%
LIN vs VIAV
+333.3%
+84.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.3% | -11.3% | -0.8% |
| 7D | +0.1% | +15.0% | -14.9% | -2.2% |
| 30D | +7.6% | -29.7% | +37.2% | +12.5% |
| 3M | +6.5% | -18.3% | +24.8% | +7.6% |
| 6M | +6.2% | -37.6% | +43.7% | +10.7% |
| YTD | +23.2% | +79.5% | -56.2% | -0.4% |
| 1Y | +25.4% | +79.6% | -54.1% | +0.9% |
| 3Y | +38.3% | +310.0% | -271.7% | -14.9% |
| 5Y | +64.4% | +105.9% | -41.5% | +22.2% |
| 10Y | +417.3% | +309.0% | +108.4% | +226.7% |
| All | +417.3% | +333.3% | +84.0% | +226.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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