+427.9%
LIN vs CMI
+323.3%
+104.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.2% |
| 7D | +0.2% | +1.5% | -1.3% | -0.4% |
| 30D | +6.2% | -14.0% | +20.1% | +11.7% |
| 3M | +9.3% | -28.3% | +37.7% | +22.9% |
| 6M | +4.4% | -34.9% | +39.3% | +20.3% |
| YTD | +23.7% | -9.9% | +33.6% | +23.0% |
| 1Y | +23.5% | -3.6% | +27.1% | +18.9% |
| 3Y | +35.8% | +120.9% | -85.2% | -14.2% |
| 5Y | +65.9% | +116.1% | -50.2% | +3.9% |
| All | +427.9% | +323.3% | +104.6% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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