+59.1%
LIN vs NLY
+26.0%
+33.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.2% |
| 7D | -4.3% | -3.6% | -0.6% | -3.2% |
| 30D | -5.6% | -4.9% | -0.7% | -4.1% |
| 3M | -9.0% | +6.2% | -15.2% | -10.8% |
| 6M | -2.5% | +4.5% | -7.0% | -4.1% |
| YTD | +9.3% | +5.1% | +4.2% | +7.1% |
| 1Y | -1.0% | +13.5% | -14.5% | -5.5% |
| 3Y | +24.0% | +65.6% | -41.6% | +4.0% |
| 5Y | +59.1% | +26.9% | +32.2% | +48.7% |
| All | +59.1% | +26.0% | +33.1% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling