+412.1%
LIN vs NSC
+301.1%
+111.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.4% | 0.0% |
| 7D | +2.0% | -3.4% | +5.4% | +3.5% |
| 30D | +7.9% | +3.6% | +4.3% | +6.1% |
| 3M | +6.3% | -1.4% | +7.7% | +6.7% |
| 6M | +6.5% | +6.0% | +0.5% | +3.2% |
| YTD | +23.6% | +15.5% | +8.1% | +14.8% |
| 1Y | +25.7% | +16.2% | +9.5% | +16.4% |
| 3Y | +35.6% | +76.9% | -41.3% | -0.2% |
| 5Y | +65.9% | +29.3% | +36.5% | +40.3% |
| 10Y | +412.1% | +298.3% | +113.8% | +168.5% |
| All | +412.1% | +301.1% | +111.0% | +168.5% |
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