+28.4%
LIN vs VTR
+132.6%
-104.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.7% |
| 7D | -2.1% | -1.7% | -0.4% | -1.9% |
| 30D | -2.4% | -2.4% | 0.0% | -2.1% |
| 3M | -5.6% | +14.8% | -20.4% | -7.8% |
| 6M | -3.4% | +5.3% | -8.7% | -4.5% |
| YTD | +13.1% | +18.1% | -5.0% | +9.9% |
| 1Y | +2.5% | +36.7% | -34.2% | -3.2% |
| All | +28.4% | +132.6% | -104.2% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling