+37.8%
LIN vs VSH
+1.1%
+36.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.8% | +14.1% | +0.1% |
| 7D | +3.6% | -25.2% | +28.8% | +5.0% |
| 30D | +6.4% | -41.8% | +48.2% | +9.3% |
| 3M | +6.5% | -33.4% | +39.9% | +8.4% |
| 6M | +4.9% | -31.0% | +35.9% | +4.1% |
| YTD | +23.4% | +53.6% | -30.1% | +12.3% |
| 1Y | +26.3% | +46.3% | -20.0% | +15.3% |
| All | +37.8% | +1.1% | +36.8% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling