+26.3%
LIN vs VST
-39.0%
+65.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.2% | +5.5% | -0.9% |
| 7D | +3.6% | -19.9% | +23.5% | +2.9% |
| 30D | +6.4% | -29.7% | +36.0% | +5.5% |
| 3M | +6.5% | -19.6% | +26.1% | +5.8% |
| 6M | +4.9% | -29.4% | +34.3% | +3.9% |
| YTD | +23.4% | -29.7% | +53.2% | +22.8% |
| 1Y | +26.3% | -40.0% | +66.4% | +24.6% |
| All | +26.3% | -39.0% | +65.4% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling