+1,001.0%
LIN vs VYM
+492.8%
+508.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -2.4% | -0.5% | -1.9% | -1.9% |
| 3M | -5.6% | +3.0% | -8.6% | -8.4% |
| 6M | -3.4% | +8.2% | -11.6% | -11.0% |
| YTD | +13.1% | +15.8% | -2.7% | -2.7% |
| 1Y | +2.5% | +20.8% | -18.4% | -15.7% |
| 3Y | +27.6% | +65.3% | -37.7% | -24.3% |
| 5Y | +63.0% | +76.6% | -13.6% | -9.2% |
| 10Y | +359.3% | +203.9% | +155.4% | +47.2% |
| All | +1,001.0% | +492.8% | +508.2% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling