+61.9%
LIN vs SITM
+170.8%
-108.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.5% | -7.5% | -1.4% |
| 7D | -2.1% | +9.7% | -11.8% | -2.8% |
| 30D | -2.4% | +12.7% | -15.1% | -3.7% |
| 3M | -5.6% | -13.4% | +7.8% | -5.5% |
| 6M | -3.4% | +59.6% | -63.0% | -8.9% |
| YTD | +13.1% | +73.3% | -60.2% | +5.3% |
| 1Y | +2.5% | +165.5% | -163.1% | -9.3% |
| 3Y | +27.6% | +368.7% | -341.1% | +0.2% |
| All | +61.9% | +170.8% | -108.9% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling