-0.1%
LIN vs NRG
-21.3%
+21.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | -0.4% |
| 7D | -4.0% | +3.9% | -7.8% | -3.9% |
| 30D | -4.9% | -3.0% | -2.0% | -4.9% |
| 3M | -9.2% | -10.9% | +1.7% | -9.4% |
| 6M | -2.6% | -25.3% | +22.7% | -2.7% |
| YTD | +10.5% | -26.8% | +37.4% | +10.9% |
| 1Y | -0.1% | -23.3% | +23.2% | +0.3% |
| All | -0.1% | -21.3% | +21.3% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling