+154.6%
NEM vs LIN
+61.6%
+93.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | +0.3% | -2.1% | +2.4% | +1.0% |
| 30D | +23.1% | -2.4% | +25.5% | +24.0% |
| 3M | +18.5% | -5.6% | +24.1% | +20.6% |
| 6M | +7.8% | -3.4% | +11.2% | +8.8% |
| YTD | +29.1% | +13.1% | +16.0% | +23.6% |
| 1Y | +72.7% | +2.5% | +70.2% | +70.6% |
| 3Y | +248.7% | +27.6% | +221.1% | +223.9% |
| All | +154.6% | +61.6% | +93.0% | +119.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling