-75.4%
NKE vs LIN
+64.4%
-139.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.3% | -1.7% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | +12.3% | +6.5% | +5.8% | +8.1% |
| 3M | -7.1% | +5.5% | -12.6% | -10.2% |
| 6M | -10.3% | +3.3% | -13.7% | -12.5% |
| YTD | -37.8% | +22.0% | -59.9% | -45.9% |
| 1Y | -35.6% | +25.7% | -61.3% | -45.1% |
| 3Y | -61.4% | +36.2% | -97.7% | -69.4% |
| All | -75.4% | +64.4% | -139.8% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling