+300.2%
LIND vs VT
+215.5%
+84.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.2% | +7.4% | +7.2% |
| 7D | -9.0% | -2.3% | -6.7% | -5.1% |
| 30D | -2.9% | -5.0% | +2.0% | +6.3% |
| 3M | -0.3% | -4.9% | +4.6% | +9.0% |
| 6M | +56.6% | -1.5% | +58.1% | +60.7% |
| YTD | +135.6% | +8.5% | +127.2% | +106.3% |
| 1Y | +182.9% | +11.4% | +171.6% | +136.0% |
| 3Y | +396.8% | +70.1% | +326.7% | +97.7% |
| 5Y | +92.6% | +53.7% | +38.9% | -1.5% |
| All | +300.2% | +215.5% | +84.7% | +4.7% |
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