-17.9%
STM vs LIN
+68.3%
-86.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -0.7% | -11.7% | -11.9% |
| 7D | -20.1% | +3.6% | -23.7% | -22.6% |
| 30D | -32.0% | +6.4% | -38.3% | -35.7% |
| 3M | -24.2% | +6.5% | -30.7% | -28.5% |
| 6M | -29.9% | +4.9% | -34.8% | -33.9% |
| YTD | +54.9% | +23.4% | +31.4% | +25.2% |
| 1Y | +68.0% | +26.3% | +41.7% | +32.7% |
| 3Y | -0.1% | +38.0% | -38.1% | -28.5% |
| 5Y | -17.9% | +68.0% | -85.9% | -56.2% |
| All | -17.9% | +68.3% | -86.1% | -56.2% |
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