+13.6%
NU vs LIN
+67.9%
-54.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.6% |
| 7D | -2.6% | +3.6% | -6.2% | -5.1% |
| 30D | -25.0% | +6.4% | -31.4% | -28.4% |
| 3M | -18.9% | +6.5% | -25.4% | -22.7% |
| 6M | -17.6% | +4.9% | -22.5% | -21.1% |
| YTD | -29.9% | +23.4% | -53.3% | -41.5% |
| 1Y | -27.4% | +26.3% | -53.7% | -40.7% |
| 3Y | +38.4% | +38.0% | +0.5% | +2.4% |
| All | +13.6% | +67.9% | -54.3% | -33.3% |
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