+10,545.1%
LIN vs VMC
+3,086.1%
+7,459.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -2.1% | -4.3% | +2.2% | -0.6% |
| 30D | -2.4% | -8.2% | +5.8% | +0.5% |
| 3M | -5.6% | -7.0% | +1.5% | -3.4% |
| 6M | -3.4% | -10.8% | +7.4% | -0.1% |
| YTD | +13.1% | -7.4% | +20.5% | +14.9% |
| 1Y | +2.5% | -9.5% | +12.0% | +4.7% |
| 3Y | +27.6% | +20.5% | +7.1% | +15.6% |
| 5Y | +63.0% | +51.6% | +11.5% | +34.8% |
| 10Y | +359.3% | +150.0% | +209.2% | +194.8% |
| All | +10,545.1% | +3,086.1% | +7,459.1% | +2,757.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling