+63.3%
LIN vs NSC
+23.9%
+39.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.1% |
| 7D | +0.2% | -6.6% | +6.8% | +2.7% |
| 30D | +6.5% | +2.2% | +4.3% | +5.6% |
| 3M | +5.5% | -6.2% | +11.7% | +7.8% |
| 6M | +3.3% | +1.7% | +1.6% | +2.2% |
| YTD | +22.0% | +12.2% | +9.8% | +16.0% |
| 1Y | +25.7% | +15.4% | +10.3% | +18.2% |
| 3Y | +36.2% | +73.3% | -37.1% | +4.2% |
| All | +63.3% | +23.9% | +39.4% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling