+30.0%
LIN vs VST
+372.0%
-341.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.1% |
| 7D | -2.1% | +8.9% | -11.0% | -2.4% |
| 30D | -2.4% | +6.2% | -8.6% | -2.6% |
| 3M | -5.6% | -2.7% | -2.9% | -5.6% |
| 6M | -3.4% | -8.4% | +5.0% | -3.3% |
| YTD | +13.1% | -7.2% | +20.3% | +13.0% |
| 1Y | +2.5% | -20.9% | +23.4% | +2.9% |
| All | +30.0% | +372.0% | -341.9% | +8.6% |
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 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