+1,254.3%
LIN vs XME
+242.3%
+1,012.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -2.4% | +6.0% | -8.4% | -5.0% |
| 3M | -5.6% | -7.7% | +2.2% | -3.5% |
| 6M | -3.4% | +1.0% | -4.3% | -5.7% |
| YTD | +13.1% | +14.6% | -1.5% | +4.0% |
| 1Y | +2.5% | +46.0% | -43.5% | -15.7% |
| 3Y | +27.6% | +127.0% | -99.4% | -15.3% |
| 5Y | +63.0% | +175.8% | -112.8% | -4.0% |
| 10Y | +359.3% | +414.6% | -55.4% | +89.8% |
| All | +1,254.3% | +242.3% | +1,012.0% | +421.6% |
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