+1,309.6%
LIN vs ICE
+2,331.7%
-1,022.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.3% |
| 7D | -2.1% | -0.7% | -1.5% | -2.0% |
| 30D | -2.4% | +7.6% | -10.0% | -4.6% |
| 3M | -5.6% | +13.9% | -19.5% | -9.5% |
| 6M | -3.4% | -2.4% | -1.0% | -3.1% |
| YTD | +13.1% | +0.3% | +12.8% | +12.1% |
| 1Y | +2.5% | -6.4% | +8.9% | +3.6% |
| 3Y | +27.6% | +43.1% | -15.5% | +13.0% |
| 5Y | +63.0% | +42.1% | +20.9% | +43.8% |
| 10Y | +359.3% | +220.9% | +138.4% | +220.5% |
| All | +1,309.6% | +2,331.7% | -1,022.1% | +524.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling