+431.1%
NEM vs LIN
+10,749.5%
-10,318.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.5% |
| 7D | +7.1% | +3.6% | +3.5% | +6.1% |
| 30D | +2.9% | +6.4% | -3.5% | +1.3% |
| 3M | +15.0% | +6.5% | +8.5% | +13.2% |
| 6M | +10.3% | +4.9% | +5.4% | +8.9% |
| YTD | +20.7% | +23.4% | -2.8% | +14.2% |
| 1Y | +48.0% | +26.3% | +21.7% | +39.3% |
| 3Y | +225.0% | +38.0% | +187.1% | +198.9% |
| 5Y | +143.7% | +68.0% | +75.7% | +111.3% |
| 10Y | +305.3% | +437.1% | -131.9% | +158.5% |
| All | +431.1% | +10,749.5% | -10,318.3% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling