+369.0%
LIN vs CMI
+501.9%
-132.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | -4.0% | +0.7% | -4.7% | -4.2% |
| 30D | -4.9% | -12.3% | +7.4% | -0.3% |
| 3M | -9.2% | -16.8% | +7.6% | -3.7% |
| 6M | -2.6% | +1.5% | -4.1% | -5.7% |
| YTD | +10.5% | +9.8% | +0.7% | +2.7% |
| 1Y | -0.1% | +42.6% | -42.7% | -17.8% |
| 3Y | +25.4% | +151.0% | -125.6% | -23.3% |
| 5Y | +59.7% | +167.0% | -107.3% | -7.2% |
| 10Y | +369.0% | +512.2% | -143.2% | +80.5% |
| All | +369.0% | +501.9% | -132.9% | +80.5% |
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