+20.2%
LIN vs VIK
+234.5%
-214.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.7% | -1.3% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | +6.5% | +7.7% | -1.2% | +5.6% |
| 3M | +5.5% | -17.6% | +23.1% | +7.5% |
| 6M | +3.3% | +1.7% | +1.7% | +2.4% |
| YTD | +22.0% | +22.5% | -0.5% | +17.2% |
| 1Y | +25.7% | +52.6% | -26.9% | +16.0% |
| All | +20.2% | +234.5% | -214.3% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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