+28.0%
NU vs LIN
+69.5%
-41.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.7% | +11.1% | +11.3% |
| 7D | +9.9% | +2.1% | +7.8% | +8.4% |
| 30D | -11.5% | +6.8% | -18.2% | -15.6% |
| 3M | -5.1% | +10.4% | -15.5% | -11.7% |
| 6M | +3.1% | +3.2% | 0.0% | +0.2% |
| YTD | -21.0% | +24.6% | -45.6% | -34.5% |
| 1Y | -15.2% | +24.4% | -39.6% | -29.7% |
| 3Y | +56.4% | +36.7% | +19.7% | +17.0% |
| All | +28.0% | +69.5% | -41.5% | -25.4% |
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