+61.9%
LIN vs NSC
+46.2%
+15.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -2.1% | -5.5% | +3.4% | -0.1% |
| 30D | -2.4% | -3.2% | +0.8% | -1.3% |
| 3M | -5.6% | +7.7% | -13.3% | -8.3% |
| 6M | -3.4% | +4.5% | -7.9% | -5.4% |
| YTD | +13.1% | +15.6% | -2.5% | +6.6% |
| 1Y | +2.5% | +19.8% | -17.4% | -4.9% |
| 3Y | +27.6% | +70.1% | -42.5% | -0.7% |
| All | +61.9% | +46.2% | +15.7% | +32.9% |
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