+412.1%
LIN vs CAG
-38.9%
+450.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.4% |
| 7D | +2.0% | +6.6% | -4.6% | +0.7% |
| 30D | +7.9% | +13.9% | -6.0% | +5.1% |
| 3M | +6.3% | +4.0% | +2.3% | +5.3% |
| 6M | +6.5% | +10.0% | -3.5% | +4.1% |
| YTD | +23.6% | -6.1% | +29.7% | +24.1% |
| 1Y | +25.7% | -4.3% | +30.0% | +25.7% |
| 3Y | +35.6% | -34.6% | +70.2% | +44.8% |
| 5Y | +65.9% | -39.4% | +105.3% | +79.3% |
| 10Y | +412.1% | -34.2% | +446.2% | +441.8% |
| All | +412.1% | -38.9% | +450.9% | +441.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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