+412.1%
LIN vs VIG
+259.6%
+152.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | 0.0% |
| 7D | +2.0% | +1.0% | +1.0% | +0.9% |
| 30D | +7.9% | +4.5% | +3.3% | +2.9% |
| 3M | +6.3% | +2.1% | +4.2% | +3.9% |
| 6M | +6.5% | +10.5% | -4.0% | -4.0% |
| YTD | +23.6% | +15.1% | +8.5% | +6.4% |
| 1Y | +25.7% | +16.9% | +8.8% | +6.4% |
| 3Y | +35.6% | +65.6% | -30.0% | -21.0% |
| 5Y | +65.9% | +64.4% | +1.5% | -2.4% |
| 10Y | +412.1% | +260.6% | +151.4% | +24.4% |
| All | +412.1% | +259.6% | +152.4% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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