+68.0%
LIN vs STLA
-70.3%
+138.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +0.2% |
| 7D | +3.6% | -5.5% | +9.1% | +4.7% |
| 30D | +6.4% | -3.7% | +10.1% | +6.9% |
| 3M | +6.5% | -21.1% | +27.6% | +11.1% |
| 6M | +4.9% | -38.3% | +43.2% | +14.5% |
| YTD | +23.4% | -59.2% | +82.7% | +46.3% |
| 1Y | +26.3% | -56.7% | +83.0% | +46.9% |
| 3Y | +38.0% | -74.3% | +112.3% | +77.0% |
| 5Y | +68.0% | -70.2% | +138.2% | +88.4% |
| All | +68.0% | -70.3% | +138.3% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling