+431.5%
LIN vs CAG
-37.3%
+468.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.4% |
| 7D | +2.1% | -3.3% | +5.4% | +2.7% |
| 30D | +6.8% | +7.7% | -0.9% | +5.1% |
| 3M | +10.4% | -3.2% | +13.5% | +10.8% |
| 6M | +3.2% | +7.0% | -3.8% | +1.4% |
| YTD | +24.6% | -9.0% | +33.6% | +25.8% |
| 1Y | +24.4% | -9.6% | +34.0% | +25.8% |
| 3Y | +36.7% | -36.0% | +72.7% | +46.7% |
| 5Y | +67.0% | -40.9% | +107.9% | +81.4% |
| All | +431.5% | -37.3% | +468.7% | +456.5% |
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