+427.9%
LIN vs NSC
+302.7%
+125.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | +0.2% | +1.6% | -1.4% | -0.5% |
| 30D | +6.2% | +4.2% | +2.0% | +4.2% |
| 3M | +9.3% | -0.2% | +9.6% | +9.2% |
| 6M | +4.4% | +7.6% | -3.2% | +0.4% |
| YTD | +23.7% | +17.4% | +6.4% | +14.1% |
| 1Y | +23.5% | +18.3% | +5.2% | +13.4% |
| 3Y | +35.8% | +79.8% | -44.0% | -0.8% |
| 5Y | +65.9% | +34.3% | +31.6% | +37.8% |
| All | +427.9% | +302.7% | +125.1% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling