+1,952.2%
LIN vs VO
+827.2%
+1,125.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.8% |
| 7D | -2.1% | -0.3% | -1.9% | -1.9% |
| 30D | -2.4% | -0.3% | -2.1% | -2.2% |
| 3M | -5.6% | +2.9% | -8.5% | -8.1% |
| 6M | -3.4% | +9.3% | -12.7% | -11.1% |
| YTD | +13.1% | +14.2% | -1.1% | 0.0% |
| 1Y | +2.5% | +15.3% | -12.8% | -10.4% |
| 3Y | +27.6% | +56.2% | -28.6% | -16.0% |
| 5Y | +63.0% | +42.4% | +20.6% | +15.6% |
| 10Y | +359.3% | +194.7% | +164.5% | +66.5% |
| All | +1,952.2% | +827.2% | +1,125.0% | +130.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling