+3,515.3%
LIN vs NLY
+985.4%
+2,529.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +2.1% | -5.9% | +8.0% | +3.7% |
| 30D | +6.8% | -2.8% | +9.6% | +7.5% |
| 3M | +10.4% | -21.6% | +32.0% | +17.6% |
| 6M | +3.2% | -14.5% | +17.7% | +7.3% |
| YTD | +24.6% | -12.4% | +37.0% | +28.4% |
| 1Y | +24.4% | -7.3% | +31.7% | +26.2% |
| 3Y | +36.7% | +54.8% | -18.1% | +19.9% |
| 5Y | +67.0% | +2.4% | +64.7% | +60.9% |
| 10Y | +426.7% | +53.2% | +373.5% | +342.4% |
| All | +3,515.3% | +985.4% | +2,529.9% | +2,161.2% |
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