+417.5%
LIN vs CLX
+19.4%
+398.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +0.2% | +13.6% | -13.4% | -2.0% |
| 30D | +6.5% | +23.4% | -16.9% | +2.6% |
| 3M | +5.5% | -2.8% | +8.3% | +5.8% |
| 6M | +3.3% | +14.0% | -10.7% | +0.6% |
| YTD | +22.0% | +4.2% | +17.9% | +20.2% |
| 1Y | +25.7% | -1.2% | +26.9% | +25.0% |
| 3Y | +36.2% | -12.7% | +48.9% | +37.9% |
| 5Y | +66.1% | -26.5% | +92.6% | +71.0% |
| All | +417.5% | +19.4% | +398.1% | +377.5% |
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