+151.1%
LIN vs SITM
+4,507.3%
-4,356.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.7% |
| 7D | -3.5% | +8.4% | -11.8% | -4.2% |
| 30D | -4.1% | -17.4% | +13.3% | -2.7% |
| 3M | -6.4% | -9.8% | +3.5% | -6.6% |
| 6M | -2.4% | +83.0% | -85.4% | -10.4% |
| YTD | +10.9% | +69.6% | -58.7% | +2.0% |
| 1Y | 0.0% | +144.9% | -144.9% | -12.6% |
| 3Y | +25.8% | +429.9% | -404.0% | -5.7% |
| 5Y | +60.8% | +169.2% | -108.3% | +21.9% |
| All | +151.1% | +4,507.3% | -4,356.2% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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