+156.0%
LIN vs SITM
+4,608.4%
-4,452.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.5% | -7.5% | -1.5% |
| 7D | -2.1% | +9.7% | -11.8% | -3.0% |
| 30D | -2.4% | +12.7% | -15.1% | -4.0% |
| 3M | -5.6% | -13.4% | +7.8% | -5.5% |
| 6M | -3.4% | +59.6% | -63.0% | -10.0% |
| YTD | +13.1% | +73.3% | -60.2% | +3.8% |
| 1Y | +2.5% | +165.5% | -163.1% | -11.2% |
| 3Y | +27.6% | +368.7% | -341.1% | -2.7% |
| 5Y | +63.0% | +172.5% | -109.5% | +23.4% |
| All | +156.0% | +4,608.4% | -4,452.4% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling