+417.3%
LIN vs VUG
+405.9%
+11.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | -0.7% |
| 7D | +0.1% | +0.5% | -0.4% | -0.3% |
| 30D | +7.6% | -8.2% | +15.7% | +12.9% |
| 3M | +6.5% | -5.4% | +12.0% | +9.6% |
| 6M | +6.2% | -2.5% | +8.7% | +6.6% |
| YTD | +23.2% | +4.2% | +19.0% | +18.0% |
| 1Y | +25.4% | +5.0% | +20.4% | +19.2% |
| 3Y | +38.3% | +81.7% | -43.4% | -13.0% |
| 5Y | +64.4% | +62.5% | +1.9% | +10.8% |
| 10Y | +417.3% | +396.3% | +21.0% | +33.9% |
| All | +417.3% | +405.9% | +11.4% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 10y: compounded portfolio wealth divided by compounded VUG 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…
10y analysis · Full analysis span regression · 6 months rolling