+37.8%
LIN vs VMC
+40.2%
-2.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.3% |
| 7D | +3.6% | +1.9% | +1.7% | +3.1% |
| 30D | +6.4% | +14.7% | -8.3% | +2.9% |
| 3M | +6.5% | -0.3% | +6.7% | +6.5% |
| 6M | +4.9% | -1.7% | +6.5% | +5.0% |
| YTD | +23.4% | +0.7% | +22.8% | +22.0% |
| 1Y | +26.3% | +0.9% | +25.4% | +24.6% |
| All | +37.8% | +40.2% | -2.4% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 3y: compounded portfolio wealth divided by compounded VMC 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…
3y analysis · Full analysis span regression · 6 months rolling