+417.3%
LIN vs VICR
+1,187.5%
-770.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.3% | -10.3% | +0.1% |
| 7D | +0.1% | -6.5% | +6.7% | +0.4% |
| 30D | +7.6% | -38.5% | +46.1% | +11.0% |
| 3M | +6.5% | -26.1% | +32.6% | +7.5% |
| 6M | +6.2% | -36.2% | +42.4% | +6.7% |
| YTD | +23.2% | +49.2% | -26.0% | +12.1% |
| 1Y | +25.4% | +87.0% | -61.6% | +11.3% |
| 3Y | +38.3% | +350.4% | -312.1% | +5.3% |
| 5Y | +64.4% | +3.7% | +60.7% | +43.5% |
| 10Y | +417.3% | +1,084.9% | -667.5% | +208.0% |
| All | +417.3% | +1,187.5% | -770.2% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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