-75.3%
NKE vs LIN
+67.2%
-142.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.2% |
| 7D | -1.6% | +2.1% | -3.7% | -2.8% |
| 30D | +7.6% | +6.8% | +0.8% | +3.4% |
| 3M | -6.9% | +10.4% | -17.3% | -12.4% |
| 6M | -8.5% | +3.2% | -11.7% | -10.5% |
| YTD | -38.8% | +24.6% | -63.4% | -47.4% |
| 1Y | -40.6% | +24.4% | -65.0% | -48.9% |
| 3Y | -60.9% | +36.7% | -97.7% | -69.0% |
| All | -75.3% | +67.2% | -142.5% | -83.9% |
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