+30.0%
LIN vs STT
+207.1%
-177.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -2.1% | +0.5% | -2.6% | -2.2% |
| 30D | -2.4% | +3.9% | -6.3% | -3.3% |
| 3M | -5.6% | +20.0% | -25.5% | -9.7% |
| 6M | -3.4% | +55.3% | -58.7% | -13.5% |
| YTD | +13.1% | +53.3% | -40.2% | +1.3% |
| 1Y | +2.5% | +74.7% | -72.2% | -11.8% |
| All | +30.0% | +207.1% | -177.1% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling