+344.1%
NEM vs LIN
+424.2%
-80.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.2% |
| 7D | -6.4% | +2.1% | -8.5% | -7.0% |
| 30D | +1.4% | +6.8% | -5.4% | -0.5% |
| 3M | -0.7% | +10.4% | -11.1% | -3.5% |
| 6M | -4.5% | +3.2% | -7.6% | -5.4% |
| YTD | +14.0% | +24.6% | -10.5% | +6.8% |
| 1Y | +27.3% | +24.4% | +2.9% | +19.2% |
| 3Y | +250.5% | +36.7% | +213.8% | +220.2% |
| 5Y | +121.1% | +67.0% | +54.0% | +90.2% |
| All | +344.1% | +424.2% | -80.0% | +219.3% |
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