+64.4%
LIN vs CME
+70.5%
-6.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +0.1% | -0.6% | +0.7% | +0.3% |
| 30D | +7.6% | +8.5% | -1.0% | +5.2% |
| 3M | +6.5% | +16.0% | -9.5% | +2.2% |
| 6M | +6.2% | +9.3% | -3.2% | +3.2% |
| YTD | +23.2% | +15.3% | +7.9% | +17.4% |
| 1Y | +25.4% | +14.4% | +11.0% | +19.7% |
| 3Y | +38.3% | +59.9% | -21.6% | +16.6% |
| 5Y | +64.4% | +69.4% | -5.0% | +32.0% |
| All | +64.4% | +70.5% | -6.1% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling