+88.0%
LIN vs VSXY
+96.5%
-8.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.2% |
| 7D | +0.2% | +11.8% | -11.6% | -0.5% |
| 30D | +6.5% | +25.9% | -19.5% | +4.9% |
| 3M | +5.5% | +15.5% | -10.1% | +4.3% |
| 6M | +3.3% | +109.7% | -106.4% | -2.4% |
| YTD | +22.0% | +99.5% | -77.4% | +15.2% |
| 1Y | +25.7% | +197.5% | -171.8% | +14.8% |
| 3Y | +36.2% | +453.3% | -417.0% | +12.7% |
| 5Y | +66.1% | +110.3% | -44.2% | +50.9% |
| All | +88.0% | +96.5% | -8.4% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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