+37.8%
LIN vs VST
+229.5%
-191.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.2% | +5.5% | -0.5% |
| 7D | +3.6% | -19.9% | +23.5% | +4.1% |
| 30D | +6.4% | -29.7% | +36.0% | +7.3% |
| 3M | +6.5% | -19.6% | +26.1% | +6.9% |
| 6M | +4.9% | -29.4% | +34.3% | +5.6% |
| YTD | +23.4% | -29.7% | +53.2% | +24.1% |
| 1Y | +26.3% | -40.0% | +66.4% | +27.8% |
| All | +37.8% | +229.5% | -191.7% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling