+1,952.2%
LIN vs VUG
+1,251.8%
+700.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -2.4% | -0.3% | -2.1% | -2.3% |
| 3M | -5.6% | -0.7% | -4.9% | -5.9% |
| 6M | -3.4% | +14.6% | -18.0% | -15.2% |
| YTD | +13.1% | +9.0% | +4.1% | +3.3% |
| 1Y | +2.5% | +14.9% | -12.4% | -11.1% |
| 3Y | +27.6% | +86.0% | -58.4% | -30.6% |
| 5Y | +63.0% | +76.7% | -13.7% | -10.2% |
| 10Y | +359.3% | +411.3% | -52.0% | -16.3% |
| All | +1,952.2% | +1,251.8% | +700.4% | +21.6% |
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 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