+1,378.2%
LIN vs XME
+161.1%
+1,217.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | +1.5% |
| 7D | +3.6% | -10.5% | +14.1% | +8.1% |
| 30D | +6.4% | -16.5% | +22.8% | +13.8% |
| 3M | +6.5% | -19.2% | +25.7% | +14.8% |
| 6M | +4.9% | -23.8% | +28.7% | +14.5% |
| YTD | +23.4% | -12.6% | +36.0% | +25.6% |
| 1Y | +26.3% | -0.1% | +26.5% | +21.3% |
| 3Y | +38.0% | +79.3% | -41.3% | 0.0% |
| 5Y | +68.0% | +108.2% | -40.2% | +10.4% |
| 10Y | +437.1% | +292.6% | +144.5% | +146.7% |
| All | +1,378.2% | +161.1% | +1,217.1% | +530.1% |
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