+3,035.1%
NKE vs LIN
+10,625.0%
-7,589.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.3% | -2.0% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | +12.3% | +6.5% | +5.8% | +9.6% |
| 3M | -7.1% | +5.5% | -12.6% | -9.1% |
| 6M | -10.3% | +3.3% | -13.7% | -11.6% |
| YTD | -37.8% | +22.0% | -59.9% | -42.7% |
| 1Y | -35.6% | +25.7% | -61.3% | -41.4% |
| 3Y | -61.4% | +36.2% | -97.7% | -66.1% |
| 5Y | -76.2% | +66.1% | -142.2% | -80.6% |
| 10Y | -10.7% | +431.0% | -441.6% | -52.9% |
| All | +3,035.1% | +10,625.0% | -7,589.9% | +723.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling