+10,545.1%
LIN vs CI
+7,037.4%
+3,507.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -2.1% | +1.3% | -3.4% | -2.5% |
| 30D | -2.4% | +4.4% | -6.9% | -3.6% |
| 3M | -5.6% | +0.7% | -6.2% | -6.0% |
| 6M | -3.4% | +0.3% | -3.7% | -3.9% |
| YTD | +13.1% | +3.8% | +9.3% | +11.2% |
| 1Y | +2.5% | -5.5% | +8.0% | +2.5% |
| 3Y | +27.6% | +8.1% | +19.5% | +20.6% |
| 5Y | +63.0% | +42.8% | +20.2% | +41.4% |
| 10Y | +359.3% | +143.9% | +215.4% | +234.2% |
| All | +10,545.1% | +7,037.4% | +3,507.7% | +2,680.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling