+748.5%
LIN vs STLA
+263.8%
+484.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.2% |
| 7D | -2.1% | +2.6% | -4.7% | -2.6% |
| 30D | -2.4% | -1.2% | -1.2% | -2.4% |
| 3M | -5.6% | -24.8% | +19.2% | -0.9% |
| 6M | -3.4% | -25.6% | +22.2% | +1.0% |
| YTD | +13.1% | -48.9% | +62.0% | +25.9% |
| 1Y | +2.5% | -38.8% | +41.2% | +9.3% |
| 3Y | +27.6% | -64.5% | +92.1% | +46.8% |
| 5Y | +63.0% | -62.4% | +125.5% | +82.1% |
| 10Y | +359.3% | +55.4% | +303.9% | +317.1% |
| All | +748.5% | +263.8% | +484.7% | +640.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling