+412.1%
LIN vs NTAP
+575.4%
-163.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.0% | -7.8% | +9.8% | +3.8% |
| 30D | +7.9% | -25.8% | +33.7% | +15.0% |
| 3M | +6.3% | -11.2% | +17.5% | +8.1% |
| 6M | +6.5% | +49.9% | -43.4% | -7.0% |
| YTD | +23.6% | +66.9% | -43.3% | +4.1% |
| 1Y | +25.7% | +58.8% | -33.1% | +7.1% |
| 3Y | +35.6% | +140.8% | -105.2% | -2.6% |
| 5Y | +65.9% | +115.0% | -49.1% | +21.3% |
| 10Y | +412.1% | +570.8% | -158.7% | +171.1% |
| All | +412.1% | +575.4% | -163.4% | +171.1% |
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