+369.0%
LIN vs VYM
+202.0%
+167.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | -4.0% | -1.0% | -3.0% | -3.0% |
| 30D | -4.9% | -2.0% | -2.9% | -3.0% |
| 3M | -9.2% | +3.1% | -12.3% | -11.8% |
| 6M | -2.6% | +8.9% | -11.4% | -10.5% |
| YTD | +10.5% | +14.7% | -4.2% | -3.7% |
| 1Y | -0.1% | +19.4% | -19.5% | -16.5% |
| 3Y | +25.4% | +65.4% | -40.0% | -25.1% |
| 5Y | +59.7% | +77.6% | -17.9% | -10.8% |
| 10Y | +369.0% | +207.8% | +161.2% | +50.3% |
| All | +369.0% | +202.0% | +167.0% | +50.3% |
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