+68.5%
LIN vs STZ
-29.4%
+97.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +2.1% | +2.6% | -0.5% | +1.5% |
| 30D | +6.8% | +15.2% | -8.4% | +3.2% |
| 3M | +10.4% | +7.6% | +2.7% | +8.3% |
| 6M | +3.2% | +5.3% | -2.1% | +1.5% |
| YTD | +24.6% | +8.6% | +15.9% | +20.3% |
| 1Y | +24.4% | +15.6% | +8.8% | +17.8% |
| 3Y | +36.7% | -35.2% | +71.9% | +51.0% |
| All | +68.5% | -29.4% | +97.9% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling