+2,285.7%
STM vs LIN
+7,845.9%
-5,560.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.5% |
| 7D | +5.8% | -2.1% | +7.9% | +7.2% |
| 30D | -1.0% | -2.4% | +1.4% | +0.4% |
| 3M | -33.3% | -5.6% | -27.7% | -31.4% |
| 6M | +57.4% | -3.4% | +60.7% | +59.2% |
| YTD | +102.2% | +13.1% | +89.1% | +84.8% |
| 1Y | +99.6% | +2.5% | +97.1% | +93.5% |
| 3Y | +14.5% | +27.6% | -13.1% | -3.4% |
| 5Y | +21.4% | +63.0% | -41.7% | -11.3% |
| 10Y | +695.0% | +359.3% | +335.7% | +222.3% |
| All | +2,285.7% | +7,845.9% | -5,560.2% | +261.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling