+332.4%
NEM vs LIN
+430.8%
-98.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.2% |
| 7D | +14.7% | +0.1% | +14.6% | +14.7% |
| 30D | +6.2% | +7.6% | -1.4% | +4.0% |
| 3M | +11.0% | +6.5% | +4.5% | +8.9% |
| 6M | +7.9% | +6.2% | +1.7% | +6.0% |
| YTD | +26.2% | +23.2% | +2.9% | +18.5% |
| 1Y | +51.5% | +25.4% | +26.1% | +41.6% |
| 3Y | +290.6% | +38.3% | +252.3% | +255.8% |
| 5Y | +153.1% | +64.4% | +88.7% | +118.5% |
| 10Y | +332.4% | +417.3% | -84.9% | +202.2% |
| All | +332.4% | +430.8% | -98.4% | +202.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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