+427.2%
LIN vs CAG
-35.6%
+462.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.4% |
| 7D | +0.3% | -1.8% | +2.1% | +0.7% |
| 30D | +8.0% | +9.7% | -1.6% | +6.0% |
| 3M | +7.7% | +0.5% | +7.2% | +7.4% |
| 6M | +5.1% | +8.9% | -3.9% | +2.9% |
| YTD | +24.7% | -8.4% | +33.1% | +25.8% |
| 1Y | +25.1% | -8.3% | +33.4% | +26.1% |
| 3Y | +36.8% | -36.1% | +73.0% | +46.8% |
| 5Y | +67.9% | -40.1% | +108.0% | +81.8% |
| 10Y | +427.2% | -36.9% | +464.1% | +453.4% |
| All | +427.2% | -35.6% | +462.8% | +453.4% |
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