+10,545.1%
LIN vs NTRS
+3,894.1%
+6,651.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.1% | +0.4% | -2.5% | -2.3% |
| 30D | -2.4% | +1.7% | -4.1% | -3.1% |
| 3M | -5.6% | +8.9% | -14.4% | -8.7% |
| 6M | -3.4% | +30.6% | -34.0% | -12.9% |
| YTD | +13.1% | +38.7% | -25.6% | -0.6% |
| 1Y | +2.5% | +48.1% | -45.6% | -12.3% |
| 3Y | +27.6% | +165.5% | -137.9% | -14.0% |
| 5Y | +63.0% | +85.6% | -22.5% | +22.3% |
| 10Y | +359.3% | +246.1% | +113.2% | +163.1% |
| All | +10,545.1% | +3,894.1% | +6,651.0% | +2,674.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling