+45.8%
NU vs LIN
+38.0%
+7.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.6% |
| 7D | +2.8% | +0.3% | +2.4% | +2.6% |
| 30D | -23.0% | +8.0% | -31.1% | -25.6% |
| 3M | -9.7% | +7.7% | -17.4% | -12.7% |
| 6M | -8.7% | +5.1% | -13.8% | -11.0% |
| YTD | -26.4% | +24.7% | -51.1% | -35.0% |
| 1Y | -24.8% | +25.1% | -49.9% | -33.7% |
| All | +45.8% | +38.0% | +7.8% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling