+412.1%
LIN vs VYM
+203.1%
+209.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | -0.2% |
| 7D | +2.0% | +0.1% | +1.9% | +1.8% |
| 30D | +7.9% | +3.0% | +4.9% | +4.7% |
| 3M | +6.3% | -1.0% | +7.3% | +7.2% |
| 6M | +6.5% | +6.4% | +0.1% | 0.0% |
| YTD | +23.6% | +15.9% | +7.7% | +6.4% |
| 1Y | +25.7% | +18.7% | +7.0% | +5.6% |
| 3Y | +35.6% | +72.8% | -37.2% | -22.6% |
| 5Y | +65.9% | +71.2% | -5.4% | -4.1% |
| 10Y | +412.1% | +203.5% | +208.6% | +58.5% |
| All | +412.1% | +203.1% | +209.0% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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