+361.0%
LIN vs CLX
-4.4%
+365.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -2.1% | -9.2% | +7.1% | -0.5% |
| 30D | -2.4% | -11.0% | +8.6% | -0.4% |
| 3M | -5.6% | +5.0% | -10.6% | -6.6% |
| 6M | -3.4% | -18.8% | +15.4% | -0.2% |
| YTD | +13.1% | -4.4% | +17.5% | +13.2% |
| 1Y | +2.5% | -21.9% | +24.3% | +6.4% |
| 3Y | +27.6% | -32.8% | +60.4% | +35.4% |
| 5Y | +63.0% | -34.6% | +97.6% | +71.6% |
| All | +361.0% | -4.4% | +365.4% | +341.0% |
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