+44.3%
LIN vs NVD
-98.6%
+142.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.0% | -9.8% | -0.6% |
| 7D | +0.2% | +17.0% | -16.8% | +0.6% |
| 30D | +6.2% | +77.3% | -71.1% | +7.5% |
| 3M | +9.3% | +61.6% | -52.3% | +10.6% |
| 6M | +4.4% | +40.7% | -36.3% | +5.5% |
| YTD | +23.7% | -10.5% | +34.2% | +23.9% |
| 1Y | +23.5% | -6.1% | +29.6% | +23.9% |
| 3Y | +35.8% | -98.4% | +134.2% | +21.6% |
| All | +44.3% | -98.6% | +142.9% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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