+369.0%
LIN vs VWO
+112.8%
+256.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | -4.0% | +0.2% | -4.1% | -4.1% |
| 30D | -4.9% | +0.9% | -5.8% | -5.5% |
| 3M | -9.2% | +4.3% | -13.5% | -11.9% |
| 6M | -2.6% | +10.5% | -13.1% | -9.7% |
| YTD | +10.5% | +13.4% | -2.8% | +0.5% |
| 1Y | -0.1% | +18.6% | -18.7% | -12.1% |
| 3Y | +25.4% | +65.8% | -40.4% | -14.2% |
| 5Y | +59.7% | +35.2% | +24.5% | +25.9% |
| 10Y | +369.0% | +116.6% | +252.3% | +174.9% |
| All | +369.0% | +112.8% | +256.1% | +174.9% |
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