+36.2%
LIN vs STRL
+233.5%
-197.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.2% |
| 7D | +0.2% | -26.9% | +27.1% | +0.7% |
| 30D | +6.5% | -52.7% | +59.1% | +8.3% |
| 3M | +5.5% | -52.8% | +58.3% | +7.2% |
| 6M | +3.3% | -71.5% | +74.8% | +6.5% |
| YTD | +22.0% | -17.4% | +39.5% | +18.8% |
| 1Y | +25.7% | -35.0% | +60.7% | +23.9% |
| 3Y | +36.2% | +239.2% | -203.0% | +17.0% |
| All | +36.2% | +233.5% | -197.3% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 3y: compounded portfolio wealth divided by compounded STRL 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…
3y analysis · Full analysis span regression · 6 months rolling