+417.3%
LIN vs CLX
+26.7%
+390.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.6% | 0.0% |
| 7D | +0.1% | +17.4% | -17.3% | -2.7% |
| 30D | +7.6% | +27.8% | -20.2% | +3.0% |
| 3M | +6.5% | +3.0% | +3.5% | +5.8% |
| 6M | +6.2% | +17.5% | -11.3% | +2.8% |
| YTD | +23.2% | +10.0% | +13.3% | +20.2% |
| 1Y | +25.4% | +3.3% | +22.1% | +23.7% |
| 3Y | +38.3% | -10.1% | +48.4% | +39.2% |
| 5Y | +64.4% | -23.7% | +88.2% | +68.2% |
| 10Y | +417.3% | +24.9% | +392.4% | +372.9% |
| All | +417.3% | +26.7% | +390.6% | +372.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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