-5.8%
STM vs LIN
+70.5%
-76.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.6% | -8.6% | -8.1% |
| 7D | -6.0% | +3.3% | -9.3% | -8.8% |
| 30D | -20.9% | +8.8% | -29.7% | -26.7% |
| 3M | -15.8% | +8.6% | -24.4% | -22.0% |
| 6M | -17.0% | +7.0% | -24.1% | -23.1% |
| YTD | +76.8% | +24.3% | +52.5% | +42.1% |
| 1Y | +96.5% | +27.3% | +69.2% | +54.2% |
| 3Y | +14.0% | +38.9% | -24.9% | -18.9% |
| 5Y | -5.8% | +69.4% | -75.2% | -50.3% |
| All | -5.8% | +70.5% | -76.3% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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