-12.3%
NKE vs LIN
+424.3%
-436.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.3% | -1.8% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | +12.3% | +6.5% | +5.8% | +8.3% |
| 3M | -7.1% | +5.5% | -12.6% | -10.0% |
| 6M | -10.3% | +3.3% | -13.7% | -12.3% |
| YTD | -37.8% | +22.0% | -59.9% | -45.2% |
| 1Y | -35.6% | +25.7% | -61.3% | -44.2% |
| 3Y | -61.4% | +36.2% | -97.7% | -68.4% |
| 5Y | -76.2% | +66.1% | -142.2% | -82.9% |
| All | -12.3% | +424.3% | -436.6% | -62.2% |
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 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