+61.9%
LIN vs FAST
+100.5%
-38.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.2% |
| 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% | -7.8% |
| 6M | -3.4% | +8.0% | -11.4% | -6.9% |
| YTD | +13.1% | +25.6% | -12.5% | +1.9% |
| 1Y | +2.5% | +0.8% | +1.7% | +1.0% |
| 3Y | +27.6% | +86.1% | -58.5% | -6.8% |
| All | +61.9% | +100.5% | -38.6% | +9.3% |
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