+431.5%
LIN vs CLX
+32.0%
+399.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | +2.1% | +9.5% | -7.4% | +0.5% |
| 30D | +6.8% | +30.7% | -23.9% | +1.8% |
| 3M | +10.4% | +4.2% | +6.1% | +9.4% |
| 6M | +3.2% | +22.1% | -19.0% | -0.8% |
| YTD | +24.6% | +14.1% | +10.5% | +20.8% |
| 1Y | +24.4% | +10.3% | +14.1% | +21.3% |
| 3Y | +36.7% | -7.8% | +44.6% | +37.1% |
| 5Y | +67.0% | -20.8% | +87.9% | +69.8% |
| All | +431.5% | +32.0% | +399.4% | +368.0% |
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