+3,118.9%
LIN vs NLY
+1,245.6%
+1,873.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -3.5% | +0.4% | -3.9% | -3.6% |
| 30D | -4.1% | -1.4% | -2.7% | -3.8% |
| 3M | -6.4% | +12.0% | -18.4% | -9.3% |
| 6M | -2.4% | +8.3% | -10.8% | -4.8% |
| YTD | +10.9% | +8.6% | +2.3% | +8.1% |
| 1Y | 0.0% | +16.9% | -16.9% | -4.6% |
| 3Y | +25.8% | +71.0% | -45.2% | +7.4% |
| 5Y | +60.8% | +31.1% | +29.8% | +45.3% |
| 10Y | +358.4% | +81.0% | +277.4% | +268.1% |
| All | +3,118.9% | +1,245.6% | +1,873.3% | +1,803.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling