+37.8%
LIN vs VUG
+76.8%
-39.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +0.6% |
| 7D | +3.6% | -7.1% | +10.7% | +5.3% |
| 30D | +6.4% | -12.1% | +18.5% | +9.5% |
| 3M | +6.5% | -8.1% | +14.6% | +8.4% |
| 6M | +4.9% | -3.2% | +8.1% | +5.0% |
| YTD | +23.4% | +0.5% | +23.0% | +22.4% |
| 1Y | +26.3% | -0.7% | +27.0% | +25.6% |
| All | +37.8% | +76.8% | -39.0% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling