+43.7%
LIN vs NVD
-98.8%
+142.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.7% | -7.7% | +1.2% |
| 7D | +0.1% | +23.8% | -23.7% | +0.6% |
| 30D | +7.6% | +57.0% | -49.4% | +8.6% |
| 3M | +6.5% | +41.6% | -35.0% | +7.5% |
| 6M | +6.2% | +17.6% | -11.4% | +6.9% |
| YTD | +23.2% | -21.4% | +44.6% | +23.0% |
| 1Y | +25.4% | -23.3% | +48.7% | +25.3% |
| 3Y | +38.3% | -98.7% | +137.0% | +23.1% |
| All | +43.7% | -98.8% | +142.4% | +26.5% |
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