-3.4%
LIN vs ICE
-0.7%
-2.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.6% |
| 7D | -2.1% | -0.7% | -1.5% | -2.0% |
| 30D | -2.4% | +7.6% | -10.0% | -3.8% |
| 3M | -5.6% | +13.9% | -19.5% | -8.0% |
| 6M | -3.4% | -2.4% | -1.0% | -2.6% |
| All | -3.4% | -0.7% | -2.7% | -2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling