+64.2%
LIN vs NVTS
-15.6%
+79.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.3% | -7.3% | -1.1% |
| 7D | -2.1% | +2.7% | -4.8% | -2.2% |
| 30D | -2.4% | -4.5% | +2.0% | -2.4% |
| 3M | -5.6% | -61.5% | +55.9% | -3.2% |
| 6M | -3.4% | +28.0% | -31.4% | -5.3% |
| YTD | +13.1% | +65.3% | -52.2% | +9.5% |
| 1Y | +2.5% | +113.0% | -110.5% | -2.6% |
| 3Y | +27.6% | +34.7% | -7.1% | +22.0% |
| All | +64.2% | -15.6% | +79.8% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling