+11,596.6%
LIN vs STRL
+15,028.5%
-3,432.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -21.5% | +24.0% | +3.5% |
| 7D | +3.3% | -27.1% | +30.3% | +4.4% |
| 30D | +8.8% | -45.8% | +54.6% | +11.3% |
| 3M | +8.6% | -47.6% | +56.3% | +11.2% |
| 6M | +7.0% | -46.4% | +53.4% | +8.3% |
| YTD | +24.3% | -7.4% | +31.6% | +22.5% |
| 1Y | +27.3% | -25.9% | +53.1% | +26.4% |
| 3Y | +38.9% | +273.4% | -234.5% | +27.1% |
| 5Y | +69.4% | +944.4% | -875.0% | +47.7% |
| 10Y | +440.7% | +4,023.0% | -3,582.2% | +342.3% |
| All | +11,596.6% | +15,028.5% | -3,432.0% | +9,366.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling