+27.3%
LIN vs ICE
+21.0%
+6.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.2% | +2.3% |
| 7D | +3.3% | +12.2% | -8.9% | +1.8% |
| 30D | +8.8% | +15.0% | -6.2% | +6.8% |
| 3M | +8.6% | +17.6% | -9.0% | +6.4% |
| 6M | +7.0% | +12.6% | -5.6% | +4.9% |
| YTD | +24.3% | +9.1% | +15.2% | +20.3% |
| 1Y | +27.3% | +20.6% | +6.7% | +17.4% |
| All | +27.3% | +21.0% | +6.2% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling