-9.8%
NKE vs LIN
+430.8%
-440.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.4% | +2.8% |
| 7D | +1.9% | +0.1% | +1.8% | +2.0% |
| 30D | +14.9% | +7.6% | +7.3% | +10.2% |
| 3M | -3.4% | +6.5% | -9.9% | -6.9% |
| 6M | -7.9% | +6.2% | -14.1% | -11.3% |
| YTD | -35.8% | +23.2% | -59.0% | -43.6% |
| 1Y | -32.6% | +25.4% | -58.0% | -41.5% |
| 3Y | -60.0% | +38.3% | -98.3% | -67.6% |
| 5Y | -74.9% | +64.4% | -139.3% | -81.8% |
| 10Y | -9.8% | +417.3% | -427.1% | -61.4% |
| All | -9.8% | +430.8% | -440.6% | -61.4% |
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