+414.4%
LIN vs VST
+929.5%
-515.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -13.8% | +16.4% | +4.4% |
| 7D | +3.3% | -15.7% | +19.0% | +5.4% |
| 30D | +8.8% | -17.0% | +25.8% | +10.9% |
| 3M | +8.6% | -15.9% | +24.5% | +10.4% |
| 6M | +7.0% | -25.0% | +32.0% | +10.0% |
| YTD | +24.3% | -25.1% | +49.4% | +26.6% |
| 1Y | +27.3% | -34.9% | +62.1% | +32.2% |
| 3Y | +38.9% | +252.7% | -213.8% | -11.2% |
| 5Y | +69.4% | +582.3% | -513.0% | -11.1% |
| 10Y | +440.7% | +1,076.6% | -635.8% | +160.1% |
| All | +414.4% | +929.5% | -515.1% | +148.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling