-11.2%
NKE vs LIN
+417.8%
-429.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.2% |
| 7D | +0.5% | +2.0% | -1.5% | -0.6% |
| 30D | +11.4% | +7.9% | +3.5% | +6.6% |
| 3M | -7.2% | +6.3% | -13.5% | -10.5% |
| 6M | -10.7% | +6.5% | -17.2% | -14.2% |
| YTD | -37.7% | +23.6% | -61.3% | -45.4% |
| 1Y | -34.3% | +25.7% | -60.0% | -43.1% |
| 3Y | -60.9% | +35.6% | -96.5% | -67.9% |
| 5Y | -74.8% | +65.9% | -140.7% | -81.9% |
| 10Y | -11.2% | +412.1% | -423.3% | -62.3% |
| All | -11.2% | +417.8% | -429.1% | -62.3% |
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