+358.4%
LIN vs VTR
+85.6%
+272.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -3.5% | -2.4% | -1.1% | -2.9% |
| 30D | -4.1% | -3.7% | -0.4% | -3.3% |
| 3M | -6.4% | +13.5% | -19.9% | -9.4% |
| 6M | -2.4% | +7.2% | -9.6% | -4.4% |
| YTD | +10.9% | +17.6% | -6.6% | +6.2% |
| 1Y | 0.0% | +35.4% | -35.4% | -7.7% |
| 3Y | +25.8% | +132.8% | -107.0% | +0.7% |
| 5Y | +60.8% | +88.7% | -27.8% | +33.7% |
| 10Y | +358.4% | +87.6% | +270.7% | +247.6% |
| All | +358.4% | +85.6% | +272.7% | +247.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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