+412.1%
LIN vs CLX
+26.5%
+385.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +2.0% | +13.6% | -11.6% | -0.3% |
| 30D | +7.9% | +29.1% | -21.2% | +3.1% |
| 3M | +6.3% | +1.6% | +4.7% | +5.8% |
| 6M | +6.5% | +18.7% | -12.2% | +2.9% |
| YTD | +23.6% | +11.1% | +12.5% | +20.3% |
| 1Y | +25.7% | +7.0% | +18.7% | +23.2% |
| 3Y | +35.6% | -10.0% | +45.6% | +36.5% |
| 5Y | +65.9% | -22.6% | +88.5% | +69.3% |
| 10Y | +412.1% | +29.3% | +382.7% | +354.2% |
| All | +412.1% | +26.5% | +385.5% | +354.2% |
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