+417.5%
LIN vs XME
+300.2%
+117.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.5% | -2.2% |
| 7D | +0.2% | -4.5% | +4.7% | +1.6% |
| 30D | +6.5% | -10.9% | +17.3% | +10.1% |
| 3M | +5.5% | -15.3% | +20.7% | +10.5% |
| 6M | +3.3% | -24.6% | +27.9% | +11.6% |
| YTD | +22.0% | -9.6% | +31.7% | +22.2% |
| 1Y | +25.7% | +2.9% | +22.8% | +19.7% |
| 3Y | +36.2% | +86.9% | -50.7% | 0.0% |
| 5Y | +66.1% | +115.2% | -49.1% | +11.5% |
| All | +417.5% | +300.2% | +117.3% | +154.7% |
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