+36.2%
LIN vs NTAP
+135.3%
-99.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +0.2% | -15.1% | +15.3% | +1.2% |
| 30D | +6.5% | -28.1% | +34.5% | +8.7% |
| 3M | +5.5% | -11.4% | +16.9% | +5.8% |
| 6M | +3.3% | +52.2% | -48.9% | -2.3% |
| YTD | +22.0% | +60.4% | -38.4% | +14.3% |
| 1Y | +25.7% | +51.0% | -25.3% | +18.6% |
| 3Y | +36.2% | +135.6% | -99.3% | +23.5% |
| All | +36.2% | +135.3% | -99.0% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling