+282.6%
LIN vs NTR
+83.5%
+199.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +2.0% | +4.1% | -2.1% | +0.9% |
| 30D | +7.9% | +7.0% | +0.9% | +5.9% |
| 3M | +6.3% | +9.7% | -3.4% | +3.4% |
| 6M | +6.5% | +7.4% | -0.9% | +3.9% |
| YTD | +23.6% | +19.8% | +3.8% | +15.8% |
| 1Y | +25.7% | +25.4% | +0.3% | +16.2% |
| 3Y | +35.6% | +48.6% | -13.0% | +16.4% |
| 5Y | +65.9% | +24.0% | +41.8% | +38.1% |
| All | +282.6% | +83.5% | +199.1% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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