-99.9%
LNKS vs VT
+35.1%
-135.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.2% |
| 7D | +19.0% | +1.0% | +18.0% | +17.7% |
| 30D | -2.0% | -0.2% | -1.7% | -1.5% |
| 3M | -44.1% | +4.5% | -48.7% | -46.8% |
| 6M | -99.6% | +14.1% | -113.7% | -99.7% |
| YTD | -98.8% | +14.8% | -113.5% | -99.0% |
| 1Y | -99.2% | +21.2% | -120.4% | -99.4% |
| All | -99.9% | +35.1% | -135.0% | -99.9% |
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