+25.7%
LIN vs CL
+29.1%
-3.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.6% |
| 7D | +0.2% | +1.3% | -1.1% | -0.1% |
| 30D | +6.5% | +11.4% | -4.9% | +4.0% |
| 3M | +5.5% | +4.4% | +1.1% | +4.4% |
| 6M | +3.3% | +10.8% | -7.5% | +1.2% |
| YTD | +22.0% | +25.1% | -3.1% | +15.6% |
| 1Y | +25.7% | +28.0% | -2.2% | +17.8% |
| All | +25.7% | +29.1% | -3.3% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling