+63.3%
LIN vs VUG
+57.0%
+6.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.5% |
| 7D | +0.2% | -3.4% | +3.6% | +1.6% |
| 30D | +6.5% | -11.1% | +17.6% | +11.7% |
| 3M | +5.5% | -7.2% | +12.7% | +8.6% |
| 6M | +3.3% | -4.1% | +7.5% | +4.4% |
| YTD | +22.0% | +1.4% | +20.6% | +19.8% |
| 1Y | +25.7% | +1.9% | +23.8% | +22.9% |
| 3Y | +36.2% | +77.7% | -41.5% | -4.2% |
| All | +63.3% | +57.0% | +6.3% | +17.5% |
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