+68.5%
LIN vs NSC
+31.3%
+37.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.3% |
| 7D | +2.1% | +2.5% | -0.4% | +1.2% |
| 30D | +6.8% | +1.7% | +5.1% | +6.0% |
| 3M | +10.4% | -2.6% | +12.9% | +11.2% |
| 6M | +3.2% | +6.4% | -3.3% | +0.3% |
| YTD | +24.6% | +15.5% | +9.1% | +17.2% |
| 1Y | +24.4% | +17.6% | +6.8% | +16.1% |
| 3Y | +36.7% | +75.0% | -38.2% | +4.4% |
| All | +68.5% | +31.3% | +37.3% | +45.1% |
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