+427.2%
LIN vs VO
+202.1%
+225.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.3% | -0.1% |
| 7D | +0.3% | +0.2% | +0.1% | +0.1% |
| 30D | +8.0% | +2.0% | +6.0% | +6.1% |
| 3M | +7.7% | -0.3% | +8.0% | +7.7% |
| 6M | +5.1% | +7.3% | -2.2% | -1.2% |
| YTD | +24.7% | +15.0% | +9.7% | +10.2% |
| 1Y | +25.1% | +14.7% | +10.4% | +10.7% |
| 3Y | +36.8% | +67.3% | -30.4% | -13.4% |
| 5Y | +67.9% | +38.8% | +29.0% | +24.1% |
| 10Y | +427.2% | +201.6% | +225.6% | +99.8% |
| All | +427.2% | +202.1% | +225.0% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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