+361.3%
LIN vs CLF
+128.0%
+233.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.7% | -1.2% |
| 7D | -2.1% | +7.6% | -9.7% | -3.0% |
| 30D | -2.4% | -1.2% | -1.2% | -2.4% |
| 3M | -5.6% | -13.4% | +7.8% | -4.5% |
| 6M | -3.4% | +15.4% | -18.8% | -6.4% |
| YTD | +13.1% | -5.9% | +19.0% | +11.7% |
| 1Y | +2.5% | +18.8% | -16.4% | -3.4% |
| 3Y | +27.6% | -19.4% | +47.0% | +21.6% |
| 5Y | +63.0% | -47.7% | +110.8% | +60.0% |
| All | +361.3% | +128.0% | +233.3% | +224.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling