+11,596.6%
LIN vs CL
+3,143.3%
+8,453.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.7% | +1.3% |
| 7D | +3.3% | +7.7% | -4.4% | +0.3% |
| 30D | +8.8% | +15.2% | -6.5% | +2.8% |
| 3M | +8.6% | +7.3% | +1.3% | +5.5% |
| 6M | +7.0% | +17.0% | -10.0% | +0.1% |
| YTD | +24.3% | +28.0% | -3.7% | +11.7% |
| 1Y | +27.3% | +32.1% | -4.9% | +12.8% |
| 3Y | +38.9% | +41.5% | -2.6% | +18.5% |
| 5Y | +69.4% | +43.9% | +25.5% | +42.8% |
| 10Y | +440.7% | +79.8% | +360.9% | +310.8% |
| All | +11,596.6% | +3,143.3% | +8,453.2% | +3,425.9% |
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