+0.3%
LIN vs VYM
+20.0%
-19.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -4.1% | -1.3% | -2.8% | -3.5% |
| 3M | -6.4% | +4.1% | -10.4% | -8.0% |
| 6M | -2.4% | +9.8% | -12.2% | -6.1% |
| YTD | +10.9% | +15.3% | -4.4% | +3.8% |
| All | +0.3% | +20.0% | -19.7% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling