+369.0%
LIN vs VNQ
+59.3%
+309.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | +0.2% |
| 7D | -4.0% | -0.9% | -3.1% | -3.5% |
| 30D | -4.9% | -2.2% | -2.7% | -3.7% |
| 3M | -9.2% | -1.9% | -7.3% | -8.2% |
| 6M | -2.6% | +3.2% | -5.8% | -4.7% |
| YTD | +10.5% | +9.4% | +1.1% | +4.3% |
| 1Y | -0.1% | +7.5% | -7.6% | -4.8% |
| 3Y | +25.4% | +31.1% | -5.7% | +4.3% |
| 5Y | +59.7% | +6.6% | +53.1% | +50.1% |
| 10Y | +369.0% | +63.9% | +305.0% | +233.1% |
| All | +369.0% | +59.3% | +309.7% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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