+427.9%
LIN vs NYT
+528.4%
-100.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | +0.2% | +9.0% | -8.7% | -1.4% |
| 30D | +6.2% | +6.8% | -0.7% | +4.8% |
| 3M | +9.3% | +12.1% | -2.8% | +6.6% |
| 6M | +4.4% | -7.7% | +12.1% | +5.3% |
| YTD | +23.7% | +4.2% | +19.6% | +21.2% |
| 1Y | +23.5% | +14.3% | +9.1% | +18.5% |
| 3Y | +35.8% | +69.8% | -34.0% | +18.2% |
| 5Y | +65.9% | +57.7% | +8.2% | +43.3% |
| All | +427.9% | +528.4% | -100.6% | +258.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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