+37.8%
LIN vs STZ
-36.0%
+73.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.6% |
| 7D | +3.6% | +11.8% | -8.2% | +1.9% |
| 30D | +6.4% | +26.0% | -19.6% | +2.8% |
| 3M | +6.5% | +11.5% | -5.0% | +4.7% |
| 6M | +4.9% | -2.0% | +6.8% | +4.8% |
| YTD | +23.4% | +7.9% | +15.6% | +20.8% |
| 1Y | +26.3% | +13.9% | +12.4% | +22.2% |
| All | +37.8% | -36.0% | +73.9% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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