+361.3%
LIN vs FAST
+492.5%
-131.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.3% |
| 7D | -2.1% | -0.4% | -1.8% | -2.0% |
| 30D | -2.4% | -0.8% | -1.6% | -2.2% |
| 3M | -5.6% | +5.8% | -11.3% | -8.0% |
| 6M | -3.4% | +8.0% | -11.4% | -7.2% |
| YTD | +13.1% | +25.6% | -12.5% | +1.4% |
| 1Y | +2.5% | +0.8% | +1.7% | +0.7% |
| 3Y | +27.6% | +86.1% | -58.5% | -6.1% |
| 5Y | +63.0% | +100.2% | -37.2% | +14.4% |
| All | +361.3% | +492.5% | -131.3% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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