+37.8%
LIN vs NTAP
+135.5%
-97.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.7% | +9.1% | -0.1% |
| 7D | +3.6% | -22.5% | +26.0% | +5.2% |
| 30D | +6.4% | -25.7% | +32.1% | +8.3% |
| 3M | +6.5% | -9.0% | +15.5% | +6.6% |
| 6M | +4.9% | +49.2% | -44.3% | -0.6% |
| YTD | +23.4% | +60.6% | -37.2% | +15.7% |
| 1Y | +26.3% | +48.7% | -22.3% | +19.3% |
| All | +37.8% | +135.5% | -97.7% | +25.0% |
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