+361.3%
LIN vs VT
+224.5%
+136.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | +0.4% | -2.6% | -2.5% |
| 30D | -2.4% | +1.0% | -3.4% | -3.4% |
| 3M | -5.6% | +2.4% | -8.0% | -8.0% |
| 6M | -3.4% | +12.0% | -15.4% | -13.9% |
| YTD | +13.1% | +15.3% | -2.2% | -2.1% |
| 1Y | +2.5% | +22.6% | -20.1% | -16.6% |
| 3Y | +27.6% | +74.7% | -47.1% | -27.8% |
| 5Y | +63.0% | +66.1% | -3.1% | -2.9% |
| All | +361.3% | +224.5% | +136.8% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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