+170.0%
LIND vs VT
+317.0%
-146.9%
-83.2%
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% | -0.5% |
| 7D | -12.6% | +0.4% | -13.0% | -13.1% |
| 30D | -24.2% | +1.0% | -25.1% | -25.2% |
| 3M | +16.6% | +2.4% | +14.2% | +12.2% |
| 6M | +40.7% | +12.0% | +28.7% | +19.7% |
| YTD | +79.4% | +15.3% | +64.1% | +46.3% |
| 1Y | +78.7% | +22.6% | +56.1% | +32.4% |
| 3Y | +191.7% | +74.7% | +117.0% | +30.7% |
| 5Y | +85.1% | +66.1% | +18.9% | -5.3% |
| 10Y | +172.9% | +225.0% | -52.1% | -20.8% |
| All | +170.0% | +317.0% | -146.9% | -25.4% |
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