-39.2%
NKE vs LIN
+23.7%
-63.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.1% |
| 7D | -4.6% | +0.2% | -4.8% | -4.6% |
| 30D | +6.9% | +6.2% | +0.7% | +4.5% |
| 3M | -5.8% | +9.3% | -15.1% | -8.8% |
| 6M | -9.1% | +4.4% | -13.5% | -10.4% |
| YTD | -39.2% | +23.7% | -62.9% | -45.3% |
| 1Y | -39.2% | +23.5% | -62.7% | -43.4% |
| All | -39.2% | +23.7% | -63.0% | -43.4% |
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 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