+68.0%
LIN vs CLF
-49.8%
+117.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -12.2% | +11.6% | +0.5% |
| 7D | +3.6% | -21.0% | +24.6% | +5.9% |
| 30D | +6.4% | -8.0% | +14.4% | +6.8% |
| 3M | +6.5% | -10.9% | +17.4% | +7.0% |
| 6M | +4.9% | +5.8% | -1.0% | +2.7% |
| YTD | +23.4% | -15.1% | +38.6% | +22.7% |
| 1Y | +26.3% | +7.2% | +19.1% | +21.8% |
| 3Y | +38.0% | -34.2% | +72.2% | +36.2% |
| 5Y | +68.0% | -49.6% | +117.6% | +67.4% |
| All | +68.0% | -49.8% | +117.8% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling