+25.4%
LIN vs NSC
+16.9%
+8.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.9% | +0.5% |
| 7D | +0.1% | -5.4% | +5.5% | +1.5% |
| 30D | +7.6% | +2.9% | +4.6% | +6.8% |
| 3M | +6.5% | -2.2% | +8.7% | +7.0% |
| 6M | +6.2% | +5.3% | +0.9% | +4.3% |
| YTD | +23.2% | +14.8% | +8.5% | +18.0% |
| All | +25.4% | +16.9% | +8.5% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling