+35.8%
LIN vs SITM
+342.8%
-307.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.8% |
| 7D | +0.2% | +32.5% | -32.3% | -0.2% |
| 30D | +6.2% | -18.8% | +25.0% | +6.5% |
| 3M | +9.3% | -30.9% | +40.2% | +9.9% |
| 6M | +4.4% | -44.5% | +48.8% | +5.4% |
| YTD | +23.7% | +33.2% | -9.5% | +20.9% |
| 1Y | +23.5% | +53.8% | -30.4% | +19.6% |
| All | +35.8% | +342.8% | -307.0% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling