+61.9%
LIN vs STT
+145.1%
-83.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -2.1% | +0.5% | -2.6% | -2.3% |
| 30D | -2.4% | +3.9% | -6.3% | -3.6% |
| 3M | -5.6% | +20.0% | -25.5% | -11.1% |
| 6M | -3.4% | +55.3% | -58.7% | -16.5% |
| YTD | +13.1% | +53.3% | -40.2% | -2.2% |
| 1Y | +2.5% | +74.7% | -72.2% | -15.5% |
| 3Y | +27.6% | +205.8% | -178.2% | -15.2% |
| All | +61.9% | +145.1% | -83.2% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling