+431.5%
LIN vs XME
+260.6%
+170.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.2% |
| 7D | +2.1% | +0.3% | +1.8% | +1.9% |
| 30D | +6.8% | -6.1% | +12.9% | +8.6% |
| 3M | +10.4% | -18.6% | +29.0% | +17.2% |
| 6M | +3.2% | -23.9% | +27.1% | +11.1% |
| YTD | +24.6% | -9.3% | +33.9% | +24.5% |
| 1Y | +24.4% | +1.8% | +22.6% | +18.9% |
| 3Y | +36.7% | +93.0% | -56.3% | -1.3% |
| 5Y | +67.0% | +107.0% | -40.0% | +13.5% |
| All | +431.5% | +260.6% | +170.9% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling