+10,545.1%
LIN vs STZ
+7,625.7%
+2,919.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -2.1% | -1.9% | -0.2% | -1.7% |
| 30D | -2.4% | -1.9% | -0.5% | -2.1% |
| 3M | -5.6% | -6.2% | +0.7% | -4.4% |
| 6M | -3.4% | -14.0% | +10.6% | -0.6% |
| YTD | +13.1% | -5.1% | +18.2% | +13.5% |
| 1Y | +2.5% | -9.6% | +12.0% | +3.6% |
| 3Y | +27.6% | -47.2% | +74.8% | +43.6% |
| 5Y | +63.0% | -33.6% | +96.6% | +73.8% |
| 10Y | +359.3% | -9.8% | +369.0% | +349.7% |
| All | +10,545.1% | +7,625.7% | +2,919.4% | +5,155.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling