+60.0%
LIN vs NVDL
+1,369.5%
-1,309.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -10.9% | +11.2% | +0.6% |
| 7D | +2.0% | -34.5% | +36.5% | +3.1% |
| 30D | +7.9% | -47.7% | +55.6% | +9.6% |
| 3M | +6.3% | -43.9% | +50.2% | +7.7% |
| 6M | +6.5% | -46.4% | +52.9% | +7.8% |
| YTD | +23.6% | -34.3% | +57.9% | +23.8% |
| 1Y | +25.7% | -44.0% | +69.7% | +26.6% |
| 3Y | +35.6% | +295.7% | -260.1% | +16.5% |
| All | +60.0% | +1,369.5% | -1,309.5% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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