+417.3%
LIN vs VSH
+128.2%
+289.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +13.4% | -12.5% | -1.7% |
| 7D | +0.1% | +3.5% | -3.4% | -1.2% |
| 30D | +7.6% | -22.4% | +30.0% | +12.0% |
| 3M | +6.5% | -25.2% | +31.7% | +11.1% |
| 6M | +6.2% | -22.5% | +28.7% | +4.6% |
| YTD | +23.2% | +84.2% | -61.0% | -5.6% |
| 1Y | +25.4% | +87.1% | -61.6% | -4.7% |
| 3Y | +38.3% | +31.7% | +6.6% | +9.4% |
| 5Y | +64.4% | +42.6% | +21.8% | +22.9% |
| 10Y | +417.3% | +116.6% | +300.7% | +229.6% |
| All | +417.3% | +128.2% | +289.1% | +229.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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