+37.8%
LIN vs STRL
+222.3%
-184.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -13.9% | +13.2% | -0.4% |
| 7D | +3.6% | -34.6% | +38.2% | +4.4% |
| 30D | +6.4% | -56.7% | +63.0% | +8.4% |
| 3M | +6.5% | -54.4% | +60.9% | +8.3% |
| 6M | +4.9% | -69.7% | +74.5% | +7.7% |
| YTD | +23.4% | -20.2% | +43.7% | +20.2% |
| 1Y | +26.3% | -40.6% | +66.9% | +25.0% |
| All | +37.8% | +222.3% | -184.5% | +18.5% |
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