+61.9%
LIN vs ICE
+42.3%
+19.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.1% |
| 7D | -2.1% | -0.7% | -1.5% | -1.9% |
| 30D | -2.4% | +7.6% | -10.0% | -5.4% |
| 3M | -5.6% | +13.9% | -19.5% | -10.7% |
| 6M | -3.4% | -2.4% | -1.0% | -2.8% |
| YTD | +13.1% | +0.3% | +12.8% | +11.7% |
| 1Y | +2.5% | -6.4% | +8.9% | +4.4% |
| 3Y | +27.6% | +43.1% | -15.5% | +5.1% |
| All | +61.9% | +42.3% | +19.6% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling