+361.3%
LIN vs VSH
+169.0%
+192.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.9% |
| 7D | -2.1% | +4.1% | -6.2% | -3.0% |
| 30D | -2.4% | -4.2% | +1.7% | -1.9% |
| 3M | -5.6% | -50.0% | +44.4% | +7.9% |
| 6M | -3.4% | +80.2% | -83.6% | -22.7% |
| YTD | +13.1% | +121.1% | -108.0% | -15.2% |
| 1Y | +2.5% | +112.0% | -109.5% | -23.2% |
| 3Y | +27.6% | +22.5% | +5.1% | +8.1% |
| 5Y | +63.0% | +64.0% | -1.0% | +20.9% |
| All | +361.3% | +169.0% | +192.2% | +169.3% |
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