+11,385.0%
LIN vs NSC
+3,218.5%
+8,166.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | 0.0% |
| 7D | +0.2% | -6.6% | +6.8% | +3.0% |
| 30D | +6.5% | +2.2% | +4.3% | +5.5% |
| 3M | +5.5% | -6.2% | +11.7% | +8.0% |
| 6M | +3.3% | +1.7% | +1.6% | +2.1% |
| YTD | +22.0% | +12.2% | +9.8% | +15.5% |
| 1Y | +25.7% | +15.4% | +10.3% | +17.7% |
| 3Y | +36.2% | +73.3% | -37.1% | +5.5% |
| 5Y | +66.1% | +24.7% | +41.4% | +45.5% |
| 10Y | +431.0% | +324.5% | +106.5% | +175.5% |
| All | +11,385.0% | +3,218.5% | +8,166.5% | +2,236.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling