+364.1%
LIN vs NLY
+81.8%
+282.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -2.4% | -4.0% | +1.6% | -1.1% |
| 30D | -2.4% | -5.2% | +2.8% | -0.8% |
| 3M | -9.3% | +2.8% | -12.1% | -10.1% |
| 6M | -2.6% | +4.2% | -6.8% | -4.1% |
| YTD | +10.4% | +4.7% | +5.7% | +8.3% |
| 1Y | -2.3% | +12.7% | -15.0% | -6.6% |
| 3Y | +24.4% | +62.5% | -38.1% | +4.6% |
| 5Y | +60.7% | +26.3% | +34.4% | +44.4% |
| All | +364.1% | +81.8% | +282.3% | +295.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling