+69.4%
LIN vs VST
+571.1%
-501.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -13.8% | +16.4% | +3.5% |
| 7D | +3.3% | -15.7% | +19.0% | +4.3% |
| 30D | +8.8% | -17.0% | +25.8% | +9.8% |
| 3M | +8.6% | -15.9% | +24.5% | +9.5% |
| 6M | +7.0% | -25.0% | +32.0% | +8.5% |
| YTD | +24.3% | -25.1% | +49.4% | +25.5% |
| 1Y | +27.3% | -34.9% | +62.1% | +30.0% |
| 3Y | +38.9% | +252.7% | -213.8% | -4.2% |
| 5Y | +69.4% | +582.3% | -513.0% | +1.0% |
| All | +69.4% | +571.1% | -501.8% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling