+2,700.2%
LIN vs CME
+8,206.4%
-5,506.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | +3.6% | +3.7% | -0.1% | +2.4% |
| 30D | +6.4% | +13.7% | -7.3% | +1.9% |
| 3M | +6.5% | +16.6% | -10.1% | +1.1% |
| 6M | +4.9% | +8.2% | -3.3% | +1.6% |
| YTD | +23.4% | +16.3% | +7.1% | +16.4% |
| 1Y | +26.3% | +19.1% | +7.2% | +18.1% |
| 3Y | +38.0% | +67.4% | -29.4% | +14.1% |
| 5Y | +68.0% | +71.0% | -3.0% | +36.8% |
| 10Y | +437.1% | +338.9% | +98.2% | +216.3% |
| All | +2,700.2% | +8,206.4% | -5,506.3% | +802.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling