+427.9%
LIN vs VIAV
+315.1%
+112.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | +0.2% | +23.7% | -23.5% | -3.0% |
| 30D | +6.2% | -21.2% | +27.3% | +9.1% |
| 3M | +9.3% | -24.5% | +33.9% | +12.2% |
| 6M | +4.4% | -39.1% | +43.4% | +9.4% |
| YTD | +23.7% | +82.6% | -58.9% | -0.3% |
| 1Y | +23.5% | +82.7% | -59.3% | -1.0% |
| 3Y | +35.8% | +315.1% | -279.3% | -16.6% |
| 5Y | +65.9% | +113.4% | -47.5% | +22.1% |
| All | +427.9% | +315.1% | +112.8% | +229.1% |
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