-31.7%
NKE vs LIN
+27.8%
-59.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.6% | +4.2% |
| 7D | +9.0% | +3.3% | +5.7% | +7.6% |
| 30D | +19.2% | +8.8% | +10.4% | +15.5% |
| 3M | -1.5% | +8.6% | -10.1% | -4.4% |
| 6M | -4.2% | +7.0% | -11.2% | -6.4% |
| YTD | -34.8% | +24.3% | -59.0% | -41.8% |
| 1Y | -31.7% | +27.3% | -58.9% | -39.2% |
| All | -31.7% | +27.8% | -59.5% | -39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling