+361.3%
LIN vs CME
+281.4%
+79.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.1% | -1.6% | -0.5% | -1.6% |
| 30D | -2.4% | +6.2% | -8.7% | -4.7% |
| 3M | -5.6% | +10.4% | -16.0% | -9.4% |
| 6M | -3.4% | -9.5% | +6.1% | -0.2% |
| YTD | +13.1% | +6.0% | +7.1% | +9.5% |
| 1Y | +2.5% | +9.3% | -6.8% | -2.2% |
| 3Y | +27.6% | +57.7% | -30.1% | +3.1% |
| 5Y | +63.0% | +77.7% | -14.7% | +23.6% |
| All | +361.3% | +281.4% | +79.9% | +165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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