+324.0%
NEM vs LIN
+424.3%
-100.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | +13.4% | +0.2% | +13.2% | +13.4% |
| 30D | +6.5% | +6.5% | 0.0% | +4.6% |
| 3M | +14.9% | +5.5% | +9.4% | +13.1% |
| 6M | +5.5% | +3.3% | +2.2% | +4.4% |
| YTD | +21.9% | +22.0% | -0.2% | +14.8% |
| 1Y | +47.9% | +25.7% | +22.1% | +38.1% |
| 3Y | +238.2% | +36.2% | +201.9% | +209.3% |
| 5Y | +146.2% | +66.1% | +80.1% | +112.0% |
| All | +324.0% | +424.3% | -100.3% | +195.1% |
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