+25.7%
LIN vs ICE
+20.2%
+5.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | +0.1% |
| 7D | +2.0% | +3.2% | -1.2% | +1.6% |
| 30D | +7.9% | +12.9% | -5.0% | +6.2% |
| 3M | +6.3% | +17.5% | -11.2% | +4.1% |
| 6M | +6.5% | +14.0% | -7.5% | +4.2% |
| YTD | +23.6% | +10.0% | +13.6% | +19.4% |
| 1Y | +25.7% | +19.5% | +6.2% | +16.5% |
| All | +25.7% | +20.2% | +5.5% | +16.5% |
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