+171.4%
LINC vs VT
+374.2%
-202.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.8% | +0.4% | +0.4% | +0.5% |
| 30D | -40.4% | +1.0% | -41.4% | -40.8% |
| 3M | -49.3% | +2.4% | -51.7% | -50.3% |
| 6M | -28.7% | +12.0% | -40.7% | -34.6% |
| YTD | +6.2% | +15.3% | -9.2% | -4.9% |
| 1Y | +31.7% | +22.6% | +9.1% | +12.9% |
| 3Y | +195.4% | +74.7% | +120.7% | +96.6% |
| 5Y | +309.6% | +66.1% | +243.4% | +181.0% |
| 10Y | +1,256.6% | +225.0% | +1,031.6% | +469.8% |
| All | +171.4% | +374.2% | -202.7% | -8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling