+431.5%
LIN vs NTRS
+189.6%
+241.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +2.1% | +3.2% | -1.1% | +0.9% |
| 30D | +6.8% | +9.6% | -2.8% | +3.1% |
| 3M | +10.4% | -6.0% | +16.4% | +12.6% |
| 6M | +3.2% | +10.4% | -7.2% | -1.2% |
| YTD | +24.6% | +32.5% | -7.9% | +10.3% |
| 1Y | +24.4% | +41.2% | -16.8% | +7.3% |
| 3Y | +36.7% | +173.4% | -136.6% | -12.5% |
| 5Y | +67.0% | +65.0% | +2.1% | +29.5% |
| All | +431.5% | +189.6% | +241.8% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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