+423.5%
LIN vs CMS
+130.3%
+293.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | +3.6% | +1.7% | +1.9% | +2.9% |
| 30D | +6.4% | +8.6% | -2.2% | +2.9% |
| 3M | +6.5% | -0.5% | +7.0% | +6.5% |
| 6M | +4.9% | -4.2% | +9.0% | +6.3% |
| YTD | +23.4% | +3.4% | +20.0% | +21.1% |
| 1Y | +26.3% | +0.4% | +25.9% | +25.3% |
| 3Y | +38.0% | +38.2% | -0.2% | +18.8% |
| 5Y | +68.0% | +35.4% | +32.6% | +43.8% |
| All | +423.5% | +130.3% | +293.2% | +306.1% |
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