+68.0%
LIN vs FAST
+102.7%
-34.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +3.6% | +0.7% | +2.9% | +3.3% |
| 30D | +6.4% | +4.6% | +1.7% | +4.5% |
| 3M | +6.5% | +6.4% | +0.1% | +3.9% |
| 6M | +4.9% | +20.6% | -15.7% | -2.7% |
| YTD | +23.4% | +34.7% | -11.2% | +8.4% |
| 1Y | +26.3% | +29.7% | -3.3% | +12.6% |
| 3Y | +38.0% | +89.9% | -51.9% | +1.0% |
| 5Y | +68.0% | +105.0% | -37.0% | +15.7% |
| All | +68.0% | +102.7% | -34.7% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling