+361.3%
LIN vs CMS
+117.1%
+244.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.1% | +0.4% | -2.5% | -2.3% |
| 30D | -2.4% | -3.6% | +1.2% | -1.1% |
| 3M | -5.6% | -1.9% | -3.7% | -5.0% |
| 6M | -3.4% | -11.0% | +7.6% | +0.8% |
| YTD | +13.1% | +0.2% | +12.9% | +12.5% |
| 1Y | +2.5% | -1.3% | +3.8% | +2.4% |
| 3Y | +27.6% | +35.9% | -8.3% | +10.5% |
| 5Y | +63.0% | +23.1% | +40.0% | +45.5% |
| All | +361.3% | +117.1% | +244.2% | +256.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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