+61.9%
LIN vs CI
+42.7%
+19.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -2.1% | +1.3% | -3.4% | -2.4% |
| 30D | -2.4% | +4.4% | -6.9% | -3.3% |
| 3M | -5.6% | +0.7% | -6.2% | -5.9% |
| 6M | -3.4% | +0.3% | -3.7% | -3.8% |
| YTD | +13.1% | +3.8% | +9.3% | +11.6% |
| 1Y | +2.5% | -5.5% | +8.0% | +2.6% |
| 3Y | +27.6% | +8.1% | +19.5% | +20.9% |
| All | +61.9% | +42.7% | +19.2% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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