+16.5%
NU vs LIN
+66.0%
-49.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +3.3% |
| 7D | +3.6% | +0.2% | +3.4% | +3.4% |
| 30D | -22.8% | +6.5% | -29.2% | -26.3% |
| 3M | -14.8% | +5.5% | -20.3% | -18.2% |
| 6M | -16.9% | +3.3% | -20.2% | -19.6% |
| YTD | -28.1% | +22.0% | -50.2% | -39.6% |
| 1Y | -24.5% | +25.7% | -50.3% | -38.2% |
| 3Y | +44.8% | +36.2% | +8.5% | +8.0% |
| All | +16.5% | +66.0% | -49.5% | -31.2% |
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