+253.0%
NEM vs LIN
+27.3%
+225.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.4% |
| 7D | +0.3% | -2.1% | +2.4% | +1.2% |
| 30D | +23.1% | -2.4% | +25.5% | +24.3% |
| 3M | +18.5% | -5.6% | +24.1% | +21.3% |
| 6M | +7.8% | -3.4% | +11.2% | +9.0% |
| YTD | +29.1% | +13.1% | +16.0% | +21.0% |
| 1Y | +72.7% | +2.5% | +70.2% | +69.8% |
| All | +253.0% | +27.3% | +225.8% | +217.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling