+431.5%
LIN vs ICE
+259.6%
+171.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +2.1% | +3.6% | -1.5% | +0.4% |
| 30D | +6.8% | +15.1% | -8.3% | -0.3% |
| 3M | +10.4% | +15.4% | -5.0% | +2.7% |
| 6M | +3.2% | +16.1% | -13.0% | -4.6% |
| YTD | +24.6% | +11.4% | +13.2% | +16.3% |
| 1Y | +24.4% | +18.5% | +5.9% | +12.3% |
| 3Y | +36.7% | +70.5% | -33.8% | +0.6% |
| 5Y | +67.0% | +40.9% | +26.1% | +34.0% |
| All | +431.5% | +259.6% | +171.9% | +184.8% |
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