+60.8%
LIN vs CAG
-40.6%
+101.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.7% |
| 7D | -3.5% | -5.3% | +1.8% | -2.5% |
| 30D | -4.1% | +1.0% | -5.1% | -4.3% |
| 3M | -6.4% | +17.4% | -23.7% | -9.2% |
| 6M | -2.4% | -16.8% | +14.4% | +1.0% |
| YTD | +10.9% | -6.8% | +17.7% | +11.9% |
| 1Y | 0.0% | -15.4% | +15.4% | +2.9% |
| 3Y | +25.8% | -37.1% | +62.9% | +36.5% |
| 5Y | +60.8% | -41.3% | +102.1% | +77.1% |
| All | +60.8% | -40.6% | +101.5% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling