+38.7%
LIN vs FAST
+92.6%
-53.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.1% |
| 7D | +3.3% | +3.4% | -0.2% | +2.3% |
| 30D | +8.8% | +5.5% | +3.3% | +7.2% |
| 3M | +8.6% | +7.6% | +1.0% | +6.4% |
| 6M | +7.0% | +19.8% | -12.8% | +1.6% |
| YTD | +24.3% | +35.5% | -11.2% | +12.5% |
| 1Y | +27.3% | +31.6% | -4.4% | +16.2% |
| All | +38.7% | +92.6% | -53.8% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling