+932.7%
LINC vs VT
+215.5%
+717.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | -14.6% | -2.3% | -12.3% | -12.7% |
| 30D | -22.3% | -5.0% | -17.4% | -18.8% |
| 3M | -55.1% | -4.9% | -50.2% | -53.1% |
| 6M | -60.8% | -1.5% | -59.2% | -60.2% |
| YTD | -26.9% | +8.5% | -35.4% | -31.6% |
| 1Y | -0.8% | +11.4% | -12.2% | -9.0% |
| 3Y | +85.9% | +70.1% | +15.8% | +23.6% |
| 5Y | +149.1% | +53.7% | +95.4% | +77.4% |
| All | +932.7% | +215.5% | +717.2% | +340.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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