+417.5%
LIN vs FAST
+586.8%
-169.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +0.2% | +2.1% | -1.9% | -0.6% |
| 30D | +6.5% | +6.9% | -0.4% | +3.5% |
| 3M | +5.5% | +4.8% | +0.6% | +3.2% |
| 6M | +3.3% | +19.8% | -16.4% | -4.6% |
| YTD | +22.0% | +34.9% | -12.9% | +6.1% |
| 1Y | +25.7% | +32.8% | -7.0% | +10.1% |
| 3Y | +36.2% | +93.7% | -57.5% | -1.2% |
| 5Y | +66.1% | +105.3% | -39.2% | +15.5% |
| All | +417.5% | +586.8% | -169.3% | +135.2% |
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