+23.5%
LIN vs NSC
+18.2%
+5.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | +0.2% | +1.6% | -1.4% | -0.2% |
| 30D | +6.2% | +4.2% | +2.0% | +5.1% |
| 3M | +9.3% | -0.2% | +9.6% | +9.2% |
| 6M | +4.4% | +7.6% | -3.2% | +1.9% |
| YTD | +23.7% | +17.4% | +6.4% | +17.7% |
| 1Y | +23.5% | +18.3% | +5.2% | +16.2% |
| All | +23.5% | +18.2% | +5.2% | +16.2% |
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