+63.3%
LIN vs VSH
+24.4%
+38.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.7% | -6.9% | -1.8% |
| 7D | +0.2% | -12.9% | +13.1% | +1.5% |
| 30D | +6.5% | -36.9% | +43.3% | +11.7% |
| 3M | +5.5% | -28.8% | +34.2% | +8.6% |
| 6M | +3.3% | -30.3% | +33.6% | +3.0% |
| YTD | +22.0% | +62.4% | -40.3% | +2.8% |
| 1Y | +25.7% | +62.5% | -36.8% | +5.6% |
| 3Y | +36.2% | +7.4% | +28.8% | +21.5% |
| All | +63.3% | +24.4% | +38.9% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling