+431.5%
LIN vs VIG
+262.6%
+168.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.1% | +3.5% | -1.4% | -1.4% |
| 30D | +6.8% | +4.9% | +1.8% | +1.5% |
| 3M | +10.4% | +2.5% | +7.9% | +7.4% |
| 6M | +3.2% | +11.0% | -7.9% | -7.5% |
| YTD | +24.6% | +16.0% | +8.6% | +6.5% |
| 1Y | +24.4% | +17.5% | +6.8% | +4.7% |
| 3Y | +36.7% | +67.0% | -30.3% | -21.0% |
| 5Y | +67.0% | +64.8% | +2.2% | -1.9% |
| All | +431.5% | +262.6% | +168.8% | +29.5% |
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