+417.3%
LIN vs STT
+211.9%
+205.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | -0.2% |
| 7D | +0.1% | +0.9% | -0.8% | -0.3% |
| 30D | +7.6% | -2.3% | +9.9% | +8.3% |
| 3M | +6.5% | -7.0% | +13.5% | +9.0% |
| 6M | +6.2% | +15.5% | -9.3% | 0.0% |
| YTD | +23.2% | +35.6% | -12.4% | +8.8% |
| 1Y | +25.4% | +47.9% | -22.4% | +7.0% |
| 3Y | +38.3% | +181.1% | -142.8% | -9.6% |
| 5Y | +64.4% | +108.2% | -43.8% | +16.4% |
| 10Y | +417.3% | +201.0% | +216.3% | +208.2% |
| All | +417.3% | +211.9% | +205.5% | +208.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling