+1,167.2%
LIN vs VIG
+623.5%
+543.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | -2.1% | -0.4% | -1.7% | -1.7% |
| 30D | -2.4% | -1.0% | -1.5% | -1.4% |
| 3M | -5.6% | +2.8% | -8.3% | -8.4% |
| 6M | -3.4% | +8.2% | -11.6% | -11.7% |
| YTD | +13.1% | +11.0% | +2.1% | +0.4% |
| 1Y | +2.5% | +16.1% | -13.7% | -13.6% |
| 3Y | +27.6% | +56.2% | -28.6% | -23.2% |
| 5Y | +63.0% | +63.0% | +0.1% | -6.3% |
| 10Y | +359.3% | +241.4% | +117.9% | +14.3% |
| All | +1,167.2% | +623.5% | +543.6% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling