+67.9%
LIN vs NVTS
-40.8%
+108.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.4% | -6.4% | +0.7% |
| 7D | +0.3% | +7.9% | -7.6% | +0.1% |
| 30D | +8.0% | +0.8% | +7.2% | +7.8% |
| 3M | +7.7% | -26.0% | +33.7% | +8.3% |
| 6M | +5.1% | -55.5% | +60.6% | +6.6% |
| YTD | +24.7% | +41.0% | -16.3% | +21.0% |
| 1Y | +25.1% | +10.4% | +14.7% | +22.2% |
| 3Y | +36.8% | +60.9% | -24.0% | +27.2% |
| 5Y | +67.9% | -42.8% | +110.6% | +53.9% |
| All | +67.9% | -40.8% | +108.7% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 5y: compounded portfolio wealth divided by compounded NVTS 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…
5y analysis · Full analysis span regression · 6 months rolling