+68.5%
LIN vs NOC
+65.6%
+2.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.7% |
| 7D | +2.1% | +4.8% | -2.7% | +1.5% |
| 30D | +6.8% | +11.0% | -4.3% | +5.3% |
| 3M | +10.4% | -3.8% | +14.2% | +10.8% |
| 6M | +3.2% | +0.6% | +2.5% | +2.8% |
| YTD | +24.6% | -2.3% | +26.9% | +24.2% |
| 1Y | +24.4% | +0.3% | +24.1% | +23.5% |
| 3Y | +36.7% | +24.6% | +12.1% | +31.0% |
| All | +68.5% | +65.6% | +2.9% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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