+361.3%
LIN vs NTAP
+583.3%
-222.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.1% | -0.8% | -1.4% | -2.0% |
| 30D | -2.4% | -0.5% | -1.9% | -2.5% |
| 3M | -5.6% | +4.1% | -9.7% | -7.2% |
| 6M | -3.4% | +88.0% | -91.3% | -20.0% |
| YTD | +13.1% | +75.6% | -62.5% | -4.9% |
| 1Y | +2.5% | +58.9% | -56.4% | -11.8% |
| 3Y | +27.6% | +153.6% | -126.0% | -8.6% |
| 5Y | +63.0% | +127.6% | -64.6% | +18.7% |
| All | +361.3% | +583.3% | -222.0% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling