+412.1%
LIN vs ICE
+245.5%
+166.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | -0.4% |
| 7D | +2.0% | +3.2% | -1.2% | +0.5% |
| 30D | +7.9% | +12.9% | -5.0% | +1.6% |
| 3M | +6.3% | +17.5% | -11.2% | -2.0% |
| 6M | +6.5% | +14.0% | -7.5% | -0.7% |
| YTD | +23.6% | +10.0% | +13.6% | +16.0% |
| 1Y | +25.7% | +19.5% | +6.2% | +12.9% |
| 3Y | +35.6% | +66.8% | -31.2% | +0.9% |
| 5Y | +65.9% | +40.3% | +25.5% | +33.3% |
| 10Y | +412.1% | +249.7% | +162.4% | +173.8% |
| All | +412.1% | +245.5% | +166.5% | +173.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling