+358.4%
LIN vs VTV
+226.9%
+131.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.2% |
| 7D | -3.5% | +0.3% | -3.8% | -3.7% |
| 30D | -4.1% | +0.1% | -4.2% | -4.2% |
| 3M | -6.4% | +6.2% | -12.6% | -11.7% |
| 6M | -2.4% | +13.5% | -15.9% | -13.8% |
| YTD | +10.9% | +18.9% | -7.9% | -6.4% |
| 1Y | 0.0% | +25.8% | -25.8% | -20.2% |
| 3Y | +25.8% | +68.7% | -42.9% | -25.4% |
| 5Y | +60.8% | +80.3% | -19.5% | -10.2% |
| 10Y | +358.4% | +226.3% | +132.0% | +43.9% |
| All | +358.4% | +226.9% | +131.5% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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