+361.3%
LIN vs VXUS
+148.5%
+212.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.4% |
| 7D | -2.1% | +1.0% | -3.1% | -3.0% |
| 30D | -2.4% | +2.2% | -4.6% | -4.3% |
| 3M | -5.6% | +3.0% | -8.5% | -8.5% |
| 6M | -3.4% | +10.7% | -14.0% | -13.0% |
| YTD | +13.1% | +17.8% | -4.7% | -4.2% |
| 1Y | +2.5% | +27.6% | -25.1% | -19.6% |
| 3Y | +27.6% | +73.3% | -45.7% | -26.6% |
| 5Y | +63.0% | +54.3% | +8.7% | +5.3% |
| All | +361.3% | +148.5% | +212.8% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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