+1,361.2%
LIN vs XME
+169.9%
+1,191.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.5% | -2.5% |
| 7D | +0.2% | -4.5% | +4.7% | +1.9% |
| 30D | +6.5% | -10.9% | +17.3% | +10.9% |
| 3M | +5.5% | -15.3% | +20.7% | +11.6% |
| 6M | +3.3% | -24.6% | +27.9% | +13.3% |
| YTD | +22.0% | -9.6% | +31.7% | +22.5% |
| 1Y | +25.7% | +2.9% | +22.8% | +19.3% |
| 3Y | +36.2% | +86.9% | -50.7% | -2.9% |
| 5Y | +66.1% | +115.2% | -49.1% | +7.6% |
| 10Y | +431.0% | +305.7% | +125.2% | +140.7% |
| All | +1,361.2% | +169.9% | +1,191.3% | +514.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling