+412.1%
LIN vs NWSA
+149.3%
+262.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +2.0% | -9.7% | +11.7% | +5.2% |
| 30D | +7.9% | -8.6% | +16.5% | +10.7% |
| 3M | +6.3% | -6.3% | +12.6% | +8.0% |
| 6M | +6.5% | -1.2% | +7.7% | +5.7% |
| YTD | +23.6% | +2.6% | +20.9% | +20.4% |
| 1Y | +25.7% | 0.0% | +25.7% | +23.6% |
| 3Y | +35.6% | +30.1% | +5.5% | +19.0% |
| 5Y | +65.9% | +18.3% | +47.5% | +46.8% |
| 10Y | +412.1% | +149.3% | +262.7% | +226.2% |
| All | +412.1% | +149.3% | +262.7% | +226.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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