+417.5%
LIN vs CMS
+125.4%
+292.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.3% |
| 7D | +0.2% | -1.3% | +1.5% | +0.7% |
| 30D | +6.5% | +6.3% | +0.1% | +3.9% |
| 3M | +5.5% | -2.1% | +7.5% | +6.2% |
| 6M | +3.3% | -5.1% | +8.4% | +5.2% |
| YTD | +22.0% | +1.3% | +20.8% | +20.7% |
| 1Y | +25.7% | -1.4% | +27.1% | +25.7% |
| 3Y | +36.2% | +36.9% | -0.7% | +17.7% |
| 5Y | +66.1% | +32.5% | +33.5% | +43.4% |
| All | +417.5% | +125.4% | +292.1% | +304.8% |
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