+412.1%
LIN vs STLA
+12.4%
+399.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +1.2% |
| 7D | +2.0% | -4.9% | +6.9% | +3.3% |
| 30D | +7.9% | -4.9% | +12.8% | +8.8% |
| 3M | +6.3% | -23.7% | +30.0% | +12.9% |
| 6M | +6.5% | -45.0% | +51.4% | +22.6% |
| YTD | +23.6% | -60.9% | +84.5% | +53.5% |
| 1Y | +25.7% | -58.9% | +84.6% | +53.3% |
| 3Y | +35.6% | -74.4% | +110.0% | +80.9% |
| 5Y | +65.9% | -71.5% | +137.4% | +105.8% |
| 10Y | +412.1% | +5.3% | +406.8% | +362.0% |
| All | +412.1% | +12.4% | +399.7% | +362.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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