+1,283.0%
LIN vs VIG
+633.1%
+649.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | +3.0% |
| 7D | +3.6% | -2.0% | +5.6% | +5.7% |
| 30D | +6.4% | +2.7% | +3.6% | +3.1% |
| 3M | +6.5% | +0.3% | +6.2% | +5.9% |
| 6M | +4.9% | +7.6% | -2.7% | -3.5% |
| YTD | +23.4% | +12.5% | +11.0% | +7.8% |
| 1Y | +26.3% | +14.8% | +11.5% | +7.7% |
| 3Y | +38.0% | +63.2% | -25.2% | -21.1% |
| 5Y | +68.0% | +60.2% | +7.8% | -1.7% |
| 10Y | +437.1% | +262.8% | +174.3% | +24.5% |
| All | +1,283.0% | +633.1% | +649.9% | +34.4% |
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 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