+85.8%
LINC vs VT
+345.0%
-259.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.1% | -8.7% | -9.7% |
| 7D | -20.7% | -4.2% | -16.5% | -17.8% |
| 30D | -22.8% | -5.8% | -17.0% | -19.0% |
| 3M | -59.2% | -5.2% | -54.0% | -57.4% |
| 6M | -61.1% | +0.1% | -61.2% | -61.1% |
| YTD | -27.3% | +8.2% | -35.6% | -31.5% |
| 1Y | -1.4% | +10.1% | -11.5% | -8.1% |
| 3Y | +101.0% | +69.7% | +31.4% | +37.3% |
| 5Y | +147.5% | +53.4% | +94.2% | +81.1% |
| 10Y | +950.9% | +219.2% | +731.7% | +348.7% |
| All | +85.8% | +345.0% | -259.2% | -34.2% |
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