+427.2%
LIN vs VTRS
-30.5%
+457.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | +0.3% | +9.6% | -9.2% | -1.6% |
| 30D | +8.0% | +20.1% | -12.0% | +3.9% |
| 3M | +7.7% | +30.3% | -22.6% | +1.7% |
| 6M | +5.1% | +26.3% | -21.3% | -0.4% |
| YTD | +24.7% | +73.1% | -48.4% | +9.9% |
| 1Y | +25.1% | +94.7% | -69.6% | +7.4% |
| 3Y | +36.8% | +159.7% | -122.8% | +7.4% |
| 5Y | +67.9% | +79.7% | -11.9% | +39.7% |
| 10Y | +427.2% | -30.5% | +457.7% | +392.7% |
| All | +427.2% | -30.5% | +457.6% | +392.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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