-47.4%
NKE vs LIN
+2.8%
-50.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -2.0% | -2.1% | +0.1% | -1.2% |
| 30D | -8.6% | -2.4% | -6.2% | -7.8% |
| 3M | -11.0% | -5.6% | -5.5% | -9.1% |
| 6M | -33.2% | -3.4% | -29.8% | -32.2% |
| YTD | -38.1% | +13.1% | -51.2% | -41.5% |
| 1Y | -47.4% | +2.5% | -49.8% | -51.1% |
| All | -47.4% | +2.8% | -50.2% | -51.1% |
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 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