+9.3%
LIN vs VIK
+236.8%
-227.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.6% | -2.2% |
| 7D | -3.5% | +3.6% | -7.0% | -3.8% |
| 30D | -4.1% | -16.7% | +12.6% | -2.3% |
| 3M | -6.4% | -1.1% | -5.3% | -6.7% |
| 6M | -2.4% | +27.8% | -30.2% | -6.4% |
| YTD | +10.9% | +23.3% | -12.4% | +6.6% |
| 1Y | 0.0% | +38.2% | -38.2% | -6.0% |
| All | +9.3% | +236.8% | -227.5% | -7.1% |
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