+1,381.0%
NET vs LIN
+201.3%
+1,179.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -4.1% |
| 7D | -16.4% | +3.3% | -19.6% | -18.2% |
| 30D | -25.8% | +8.8% | -34.6% | -29.8% |
| 3M | -11.5% | +8.6% | -20.2% | -16.4% |
| 6M | +18.9% | +7.0% | +11.9% | +12.5% |
| YTD | +35.2% | +24.3% | +10.9% | +14.7% |
| 1Y | +14.5% | +27.3% | -12.8% | -4.7% |
| 3Y | +313.8% | +38.9% | +274.9% | +218.4% |
| 5Y | +32.6% | +69.4% | -36.8% | -10.5% |
| All | +1,381.0% | +201.3% | +1,179.7% | +699.0% |
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