0.0%
LIN vs SITM
+150.1%
-150.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -2.0% |
| 7D | -3.5% | +8.4% | -11.8% | -3.2% |
| 30D | -4.1% | -17.4% | +13.3% | -4.5% |
| 3M | -6.4% | -9.8% | +3.5% | -6.4% |
| 6M | -2.4% | +83.0% | -85.4% | -0.5% |
| YTD | +10.9% | +69.6% | -58.7% | +13.5% |
| 1Y | 0.0% | +144.9% | -144.9% | +1.9% |
| All | 0.0% | +150.1% | -150.1% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling