+358.4%
LIN vs VIAV
+394.3%
-35.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +11.2% | -13.1% | -3.7% |
| 7D | -3.5% | +11.3% | -14.8% | -5.3% |
| 30D | -4.1% | -1.0% | -3.1% | -4.6% |
| 3M | -6.4% | -20.5% | +14.1% | -4.3% |
| 6M | -2.4% | +39.0% | -41.4% | -12.8% |
| YTD | +10.9% | +117.5% | -106.5% | -11.9% |
| 1Y | 0.0% | +233.8% | -233.7% | -29.6% |
| 3Y | +25.8% | +295.4% | -269.6% | -18.5% |
| 5Y | +60.8% | +134.3% | -73.4% | +19.8% |
| 10Y | +358.4% | +398.7% | -40.3% | +174.9% |
| All | +358.4% | +394.3% | -35.9% | +174.9% |
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