+417.3%
LIN vs NSC
+315.5%
+101.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.9% | +0.2% |
| 7D | +0.1% | -5.4% | +5.5% | +2.5% |
| 30D | +7.6% | +2.9% | +4.6% | +6.1% |
| 3M | +6.5% | -2.2% | +8.7% | +7.3% |
| 6M | +6.2% | +5.3% | +0.9% | +3.2% |
| YTD | +23.2% | +14.8% | +8.5% | +14.8% |
| 1Y | +25.4% | +16.6% | +8.9% | +15.9% |
| 3Y | +38.3% | +78.6% | -40.3% | +1.3% |
| 5Y | +64.4% | +27.2% | +37.2% | +40.2% |
| 10Y | +417.3% | +302.5% | +114.8% | +169.5% |
| All | +417.3% | +315.5% | +101.8% | +169.5% |
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