+361.0%
LIN vs NWSA
+148.7%
+212.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.9% | -0.3% |
| 7D | -2.1% | -1.9% | -0.2% | -1.5% |
| 30D | -2.4% | +4.6% | -7.0% | -4.0% |
| 3M | -5.6% | +13.2% | -18.8% | -9.9% |
| 6M | -3.4% | +27.0% | -30.4% | -11.8% |
| YTD | +13.1% | +16.8% | -3.7% | +6.0% |
| 1Y | +2.5% | +4.5% | -2.0% | -0.2% |
| 3Y | +27.6% | +46.2% | -18.6% | +8.2% |
| 5Y | +63.0% | +40.9% | +22.1% | +36.3% |
| All | +361.0% | +148.7% | +212.3% | +189.4% |
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