+25.4%
LIN vs ICE
+18.6%
+6.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | +0.1% | +1.0% | -0.9% | 0.0% |
| 30D | +7.6% | +11.4% | -3.9% | +6.1% |
| 3M | +6.5% | +16.2% | -9.6% | +4.5% |
| 6M | +6.2% | +12.5% | -6.3% | +4.1% |
| YTD | +23.2% | +8.6% | +14.7% | +19.3% |
| All | +25.4% | +18.6% | +6.7% | +16.4% |
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