+361.3%
LIN vs ICE
+220.5%
+140.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | 0.0% |
| 7D | -2.1% | -0.7% | -1.5% | -1.9% |
| 30D | -2.4% | +7.6% | -10.0% | -5.9% |
| 3M | -5.6% | +13.9% | -19.5% | -11.7% |
| 6M | -3.4% | -2.4% | -1.0% | -2.9% |
| YTD | +13.1% | +0.3% | +12.8% | +11.3% |
| 1Y | +2.5% | -6.4% | +8.9% | +4.3% |
| 3Y | +27.6% | +43.1% | -15.5% | +2.8% |
| 5Y | +63.0% | +42.1% | +20.9% | +29.5% |
| All | +361.3% | +220.5% | +140.7% | +160.3% |
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