+11,596.6%
LIN vs STZ
+8,738.9%
+2,857.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.3% | -2.7% | +1.4% |
| 7D | +3.3% | +13.0% | -9.7% | +0.5% |
| 30D | +8.8% | +29.4% | -20.6% | +2.7% |
| 3M | +8.6% | +11.6% | -3.0% | +5.8% |
| 6M | +7.0% | -0.2% | +7.2% | +6.6% |
| YTD | +24.3% | +8.6% | +15.7% | +20.9% |
| 1Y | +27.3% | +15.9% | +11.3% | +21.8% |
| 3Y | +38.9% | -35.4% | +74.4% | +49.4% |
| 5Y | +69.4% | -26.9% | +96.2% | +76.5% |
| 10Y | +440.7% | +7.8% | +433.0% | +409.1% |
| All | +11,596.6% | +8,738.9% | +2,857.7% | +5,497.3% |
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 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