+423.5%
LIN vs VT
+214.8%
+208.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +3.0% |
| 7D | +3.6% | -4.2% | +7.8% | +7.4% |
| 30D | +6.4% | -5.8% | +12.2% | +12.0% |
| 3M | +6.5% | -5.2% | +11.7% | +11.3% |
| 6M | +4.9% | +0.1% | +4.7% | +3.7% |
| YTD | +23.4% | +8.2% | +15.2% | +12.8% |
| 1Y | +26.3% | +10.1% | +16.2% | +13.4% |
| 3Y | +38.0% | +69.7% | -31.7% | -20.4% |
| 5Y | +68.0% | +53.4% | +14.6% | +7.3% |
| All | +423.5% | +214.8% | +208.7% | +65.5% |
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