+64.4%
LIN vs VSH
+41.5%
+22.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +13.4% | -12.5% | -0.5% |
| 7D | +0.1% | +3.5% | -3.4% | -0.6% |
| 30D | +7.6% | -22.4% | +30.0% | +10.2% |
| 3M | +6.5% | -25.2% | +31.7% | +9.2% |
| 6M | +6.2% | -22.5% | +28.7% | +4.7% |
| YTD | +23.2% | +84.2% | -61.0% | +2.3% |
| 1Y | +25.4% | +87.1% | -61.6% | +3.5% |
| 3Y | +38.3% | +31.7% | +6.6% | +18.0% |
| 5Y | +64.4% | +42.6% | +21.8% | +25.5% |
| All | +64.4% | +41.5% | +22.9% | +25.5% |
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