+67.9%
LIN vs NTAP
+122.6%
-54.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.1% | +0.3% |
| 7D | +0.3% | -2.4% | +2.8% | +0.6% |
| 30D | +8.0% | -23.4% | +31.5% | +12.2% |
| 3M | +7.7% | -7.5% | +15.2% | +8.1% |
| 6M | +5.1% | +56.4% | -51.3% | -5.5% |
| YTD | +24.7% | +73.6% | -48.9% | +9.0% |
| 1Y | +25.1% | +68.4% | -43.3% | +9.9% |
| 3Y | +36.8% | +150.6% | -113.7% | +1.6% |
| 5Y | +67.9% | +122.5% | -54.6% | +25.2% |
| All | +67.9% | +122.6% | -54.8% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling