+68.5%
LIN vs SITM
+73.6%
-5.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.2% | +1.0% |
| 7D | +2.1% | +6.6% | -4.5% | +1.6% |
| 30D | +6.8% | -15.3% | +22.1% | +7.5% |
| 3M | +10.4% | -35.4% | +45.8% | +12.8% |
| 6M | +3.2% | -46.8% | +49.9% | +6.2% |
| YTD | +24.6% | +25.9% | -1.3% | +17.8% |
| 1Y | +24.4% | +54.0% | -29.6% | +15.1% |
| 3Y | +36.7% | +315.6% | -278.8% | +6.1% |
| All | +68.5% | +73.6% | -5.1% | +33.5% |
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