+412.1%
LIN vs VTR
+126.9%
+285.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | +0.1% |
| 7D | +2.0% | +3.8% | -1.8% | +1.1% |
| 30D | +7.9% | +10.1% | -2.3% | +5.3% |
| 3M | +6.3% | -1.2% | +7.5% | +6.4% |
| 6M | +6.5% | +4.8% | +1.7% | +4.8% |
| YTD | +23.6% | +18.9% | +4.7% | +17.8% |
| 1Y | +25.7% | +21.8% | +3.9% | +19.0% |
| 3Y | +35.6% | +132.0% | -96.4% | +8.6% |
| 5Y | +65.9% | +94.7% | -28.8% | +36.8% |
| 10Y | +412.1% | +136.8% | +275.2% | +269.1% |
| All | +412.1% | +126.9% | +285.1% | +269.1% |
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