+61.9%
LIN vs CMI
+164.2%
-102.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.7% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | -2.4% | -13.4% | +11.0% | +1.2% |
| 3M | -5.6% | -17.0% | +11.4% | -1.5% |
| 6M | -3.4% | -1.6% | -1.7% | -4.9% |
| YTD | +13.1% | +11.0% | +2.1% | +6.4% |
| 1Y | +2.5% | +41.9% | -39.4% | -12.3% |
| 3Y | +27.6% | +151.8% | -124.2% | -16.9% |
| All | +61.9% | +164.2% | -102.3% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling