+3,223.4%
LIN vs VTR
+1,482.3%
+1,741.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +0.2% | +4.7% | -4.5% | -0.8% |
| 30D | +6.5% | +10.9% | -4.4% | +4.1% |
| 3M | +5.5% | -3.2% | +8.7% | +6.0% |
| 6M | +3.3% | +3.7% | -0.3% | +2.2% |
| YTD | +22.0% | +16.8% | +5.2% | +17.5% |
| 1Y | +25.7% | +21.3% | +4.4% | +20.0% |
| 3Y | +36.2% | +119.0% | -82.8% | +13.8% |
| 5Y | +66.1% | +94.0% | -27.9% | +40.9% |
| 10Y | +431.0% | +112.3% | +318.7% | +310.7% |
| All | +3,223.4% | +1,482.3% | +1,741.1% | +1,743.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling