+27.3%
LIN vs NLY
+2.3%
+25.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.8% | -1.3% | +2.0% |
| 7D | +3.3% | +3.5% | -0.2% | +2.8% |
| 30D | +8.8% | +3.6% | +5.2% | +8.2% |
| 3M | +8.6% | -13.6% | +22.2% | +10.9% |
| 6M | +7.0% | -9.1% | +16.1% | +8.3% |
| YTD | +24.3% | -6.1% | +30.3% | +25.1% |
| 1Y | +27.3% | +0.7% | +26.5% | +25.3% |
| All | +27.3% | +2.3% | +25.0% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 1y: compounded portfolio wealth divided by compounded NLY 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…
1y analysis · Full analysis span regression · 6 months rolling