+68.5%
LIN vs VUG
+62.0%
+6.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.1% |
| 7D | +2.1% | +2.5% | -0.4% | +1.0% |
| 30D | +6.8% | -6.3% | +13.0% | +9.5% |
| 3M | +10.4% | -6.0% | +16.4% | +13.0% |
| 6M | +3.2% | -3.5% | +6.7% | +4.0% |
| YTD | +24.6% | +3.9% | +20.7% | +21.0% |
| 1Y | +24.4% | +5.1% | +19.3% | +20.0% |
| 3Y | +36.7% | +77.9% | -41.1% | -3.5% |
| All | +68.5% | +62.0% | +6.5% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling