-34.3%
NKE vs LIN
+25.8%
-60.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.2% |
| 7D | +0.5% | +2.0% | -1.5% | -0.3% |
| 30D | +11.4% | +7.9% | +3.5% | +8.2% |
| 3M | -7.2% | +6.3% | -13.5% | -9.3% |
| 6M | -10.7% | +6.5% | -17.2% | -12.6% |
| YTD | -37.7% | +23.6% | -61.3% | -44.6% |
| 1Y | -34.3% | +25.7% | -60.0% | -40.7% |
| All | -34.3% | +25.8% | -60.1% | -40.7% |
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