+423.5%
LIN vs VST
+996.4%
-572.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.2% | +5.5% | +0.2% |
| 7D | +3.6% | -19.9% | +23.5% | +6.5% |
| 30D | +6.4% | -29.7% | +36.0% | +11.1% |
| 3M | +6.5% | -19.6% | +26.1% | +8.8% |
| 6M | +4.9% | -29.4% | +34.3% | +8.6% |
| YTD | +23.4% | -29.7% | +53.2% | +26.8% |
| 1Y | +26.3% | -40.0% | +66.4% | +32.8% |
| 3Y | +38.0% | +231.0% | -193.0% | -11.4% |
| 5Y | +68.0% | +500.1% | -432.1% | -10.0% |
| All | +423.5% | +996.4% | -572.9% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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