+2,071.0%
STX vs LIN
+430.8%
+1,640.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.0% | +8.8% | +9.3% |
| 7D | -14.8% | +0.1% | -14.9% | -14.9% |
| 30D | -35.4% | +7.6% | -42.9% | -38.0% |
| 3M | -37.7% | +6.5% | -44.2% | -40.3% |
| 6M | -35.2% | +6.2% | -41.4% | -38.5% |
| YTD | +84.4% | +23.2% | +61.2% | +59.5% |
| 1Y | +82.3% | +25.4% | +56.8% | +55.5% |
| 3Y | +646.2% | +38.3% | +607.9% | +491.5% |
| 5Y | +487.4% | +64.4% | +423.0% | +312.5% |
| 10Y | +2,071.0% | +417.3% | +1,653.7% | +658.2% |
| All | +2,071.0% | +430.8% | +1,640.2% | +658.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling