+417.3%
LIN vs NTAP
+608.6%
-191.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | 0.0% |
| 7D | +0.1% | -5.0% | +5.1% | +1.1% |
| 30D | +7.6% | -25.8% | +33.3% | +14.7% |
| 3M | +6.5% | -6.9% | +13.4% | +7.0% |
| 6M | +6.2% | +50.0% | -43.8% | -7.3% |
| YTD | +23.2% | +66.9% | -43.7% | +3.8% |
| 1Y | +25.4% | +58.3% | -32.8% | +7.0% |
| 3Y | +38.3% | +145.1% | -106.8% | -1.2% |
| 5Y | +64.4% | +114.2% | -49.8% | +20.4% |
| 10Y | +417.3% | +576.6% | -159.2% | +173.6% |
| All | +417.3% | +608.6% | -191.3% | +173.6% |
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