+11,385.0%
LIN vs NOC
+9,870.5%
+1,514.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.2% | -5.8% | +6.0% | +2.0% |
| 30D | +6.5% | +10.9% | -4.4% | +2.9% |
| 3M | +5.5% | -7.1% | +12.6% | +7.5% |
| 6M | +3.3% | -5.3% | +8.7% | +4.3% |
| YTD | +22.0% | -6.8% | +28.8% | +22.9% |
| 1Y | +25.7% | -6.7% | +32.5% | +26.5% |
| 3Y | +36.2% | +17.2% | +19.1% | +25.3% |
| 5Y | +66.1% | +56.3% | +9.8% | +34.9% |
| 10Y | +431.0% | +173.7% | +257.2% | +247.3% |
| All | +11,385.0% | +9,870.5% | +1,514.5% | +3,159.7% |
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