+68.5%
LIN vs STLA
-74.6%
+143.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | +2.1% | -13.8% | +15.9% | +5.1% |
| 30D | +6.8% | -10.5% | +17.3% | +8.8% |
| 3M | +10.4% | -28.9% | +39.2% | +17.3% |
| 6M | +3.2% | -49.7% | +52.9% | +17.5% |
| YTD | +24.6% | -64.9% | +89.5% | +52.0% |
| 1Y | +24.4% | -64.0% | +88.4% | +50.3% |
| 3Y | +36.7% | -77.4% | +114.2% | +79.2% |
| All | +68.5% | -74.6% | +143.1% | +95.6% |
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