+79.2%
LIN vs NVTS
-43.8%
+123.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -15.8% | +15.1% | -0.2% |
| 7D | +3.6% | -14.6% | +18.2% | +4.0% |
| 30D | +6.4% | -34.3% | +40.7% | +7.5% |
| 3M | +6.5% | -36.4% | +42.9% | +7.6% |
| 6M | +4.9% | -55.2% | +60.1% | +6.3% |
| YTD | +23.4% | +10.1% | +13.4% | +20.7% |
| 1Y | +26.3% | -20.3% | +46.6% | +24.5% |
| 3Y | +38.0% | +27.4% | +10.6% | +28.9% |
| 5Y | +68.0% | -47.6% | +115.6% | +55.9% |
| All | +79.2% | -43.8% | +123.0% | +66.1% |
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