+431.5%
LIN vs CME
+308.7%
+122.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | +2.1% | +3.9% | -1.9% | +0.6% |
| 30D | +6.8% | +11.3% | -4.6% | +2.5% |
| 3M | +10.4% | +19.6% | -9.2% | +2.9% |
| 6M | +3.2% | +8.1% | -4.9% | -0.5% |
| YTD | +24.6% | +20.4% | +4.2% | +14.7% |
| 1Y | +24.4% | +16.5% | +7.9% | +16.0% |
| 3Y | +36.7% | +66.4% | -29.7% | +8.6% |
| 5Y | +67.0% | +74.5% | -7.4% | +28.3% |
| All | +431.5% | +308.7% | +122.8% | +196.9% |
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