+427.2%
LIN vs VSH
+141.4%
+285.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.8% | -7.9% | -0.9% |
| 7D | +0.3% | +12.8% | -12.4% | -2.6% |
| 30D | +8.0% | -9.0% | +17.1% | +8.9% |
| 3M | +7.7% | -12.2% | +19.9% | +8.6% |
| 6M | +5.1% | -15.9% | +21.0% | +1.8% |
| YTD | +24.7% | +103.2% | -78.5% | -6.4% |
| 1Y | +25.1% | +108.4% | -83.3% | -7.1% |
| 3Y | +36.8% | +41.6% | -4.7% | +7.0% |
| 5Y | +67.9% | +54.6% | +13.3% | +23.7% |
| 10Y | +427.2% | +138.2% | +289.0% | +225.4% |
| All | +427.2% | +141.4% | +285.7% | +225.4% |
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