+7,999.2%
NVDA vs LIN
+420.6%
+7,578.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.6% | -3.7% |
| 7D | -8.5% | +0.2% | -8.7% | -8.7% |
| 30D | -27.3% | +6.2% | -33.4% | -30.9% |
| 3M | -25.8% | +9.3% | -35.1% | -31.3% |
| 6M | -24.6% | +4.4% | -28.9% | -28.3% |
| YTD | -10.7% | +23.7% | -34.4% | -27.2% |
| 1Y | -14.0% | +23.5% | -37.5% | -30.1% |
| 3Y | +244.9% | +35.8% | +209.1% | +152.4% |
| 5Y | +449.3% | +65.9% | +383.4% | +240.7% |
| All | +7,999.2% | +420.6% | +7,578.6% | +2,200.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling