+68.0%
LIN vs CL
+43.3%
+24.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +3.6% | +5.9% | -2.3% | +1.5% |
| 30D | +6.4% | +13.8% | -7.4% | +1.5% |
| 3M | +6.5% | +6.4% | +0.1% | +4.0% |
| 6M | +4.9% | +15.6% | -10.8% | -0.9% |
| YTD | +23.4% | +27.9% | -4.4% | +11.5% |
| 1Y | +26.3% | +31.4% | -5.1% | +12.7% |
| 3Y | +38.0% | +41.4% | -3.4% | +15.8% |
| 5Y | +68.0% | +42.8% | +25.2% | +41.0% |
| All | +68.0% | +43.3% | +24.7% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling