+2,139.9%
LIN vs VUG
+1,145.8%
+994.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +3.8% |
| 7D | +3.6% | -7.1% | +10.7% | +9.7% |
| 30D | +6.4% | -12.1% | +18.5% | +17.6% |
| 3M | +6.5% | -8.1% | +14.6% | +13.3% |
| 6M | +4.9% | -3.2% | +8.1% | +5.8% |
| YTD | +23.4% | +0.5% | +23.0% | +19.7% |
| 1Y | +26.3% | -0.7% | +27.0% | +23.4% |
| 3Y | +38.0% | +77.1% | -39.2% | -22.4% |
| 5Y | +68.0% | +56.2% | +11.8% | +2.4% |
| 10Y | +437.1% | +394.1% | +43.0% | -1.0% |
| All | +2,139.9% | +1,145.8% | +994.1% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling