+427.2%
LIN vs VWO
+113.7%
+313.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.1% |
| 7D | +0.3% | +1.7% | -1.3% | -0.8% |
| 30D | +8.0% | -4.2% | +12.2% | +10.8% |
| 3M | +7.7% | -4.6% | +12.3% | +10.6% |
| 6M | +5.1% | -5.0% | +10.0% | +7.5% |
| YTD | +24.7% | +6.8% | +17.9% | +17.3% |
| 1Y | +25.1% | +5.8% | +19.3% | +18.3% |
| 3Y | +36.8% | +58.1% | -21.3% | -4.3% |
| 5Y | +67.9% | +27.6% | +40.3% | +36.6% |
| 10Y | +427.2% | +113.9% | +313.2% | +215.8% |
| All | +427.2% | +113.7% | +313.5% | +215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling