+412.3%
LIN vs NSC
+308.0%
+104.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.1% |
| 7D | +0.2% | -6.2% | +6.4% | +3.0% |
| 30D | +6.5% | +2.6% | +3.9% | +5.2% |
| 3M | +5.5% | -5.8% | +11.3% | +8.1% |
| 6M | +3.3% | +2.1% | +1.2% | +1.8% |
| YTD | +22.0% | +12.7% | +9.3% | +14.6% |
| 1Y | +25.7% | +15.9% | +9.9% | +16.5% |
| 3Y | +36.2% | +74.0% | -37.8% | +1.0% |
| 5Y | +66.1% | +25.2% | +40.9% | +42.6% |
| All | +412.3% | +308.0% | +104.2% | +169.1% |
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