+304.9%
LIN vs NVT
+477.1%
-172.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.7% |
| 7D | +2.0% | -13.0% | +15.0% | +4.9% |
| 30D | +7.9% | -32.7% | +40.6% | +17.8% |
| 3M | +6.3% | -30.6% | +36.9% | +14.3% |
| 6M | +6.5% | -33.6% | +40.1% | +14.6% |
| YTD | +23.6% | +11.0% | +12.6% | +11.8% |
| 1Y | +25.7% | +0.8% | +24.9% | +16.8% |
| 3Y | +35.6% | +125.7% | -90.1% | -12.4% |
| 5Y | +65.9% | +231.1% | -165.3% | -10.6% |
| All | +304.9% | +477.1% | -172.2% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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