+11,518.3%
LIN vs CL
+3,141.0%
+8,377.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +3.6% | +5.9% | -2.3% | +1.3% |
| 30D | +6.4% | +13.8% | -7.4% | +1.0% |
| 3M | +6.5% | +6.4% | +0.1% | +3.7% |
| 6M | +4.9% | +15.6% | -10.8% | -1.5% |
| YTD | +23.4% | +27.9% | -4.4% | +11.0% |
| 1Y | +26.3% | +31.4% | -5.1% | +12.3% |
| 3Y | +38.0% | +41.4% | -3.4% | +17.8% |
| 5Y | +68.0% | +42.8% | +25.2% | +42.1% |
| 10Y | +437.1% | +79.7% | +357.5% | +308.2% |
| All | +11,518.3% | +3,141.0% | +8,377.3% | +3,403.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling