+11,518.3%
LIN vs NOC
+9,875.1%
+1,643.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | +3.6% | -6.6% | +10.2% | +5.7% |
| 30D | +6.4% | +8.7% | -2.3% | +3.4% |
| 3M | +6.5% | -5.4% | +11.8% | +7.9% |
| 6M | +4.9% | -5.1% | +10.0% | +5.8% |
| YTD | +23.4% | -6.8% | +30.2% | +24.3% |
| 1Y | +26.3% | -6.4% | +32.7% | +27.0% |
| 3Y | +38.0% | +17.3% | +20.7% | +26.8% |
| 5Y | +68.0% | +56.3% | +11.7% | +36.5% |
| 10Y | +437.1% | +173.9% | +263.3% | +251.3% |
| All | +11,518.3% | +9,875.1% | +1,643.3% | +3,197.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling