+10,545.1%
LIN vs CLX
+2,126.9%
+8,418.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -2.1% | -9.2% | +7.1% | +0.3% |
| 30D | -2.4% | -11.0% | +8.6% | +0.5% |
| 3M | -5.6% | +5.0% | -10.6% | -7.1% |
| 6M | -3.4% | -18.8% | +15.4% | +1.1% |
| YTD | +13.1% | -4.4% | +17.5% | +13.2% |
| 1Y | +2.5% | -21.9% | +24.3% | +8.0% |
| 3Y | +27.6% | -32.8% | +60.4% | +38.5% |
| 5Y | +63.0% | -34.6% | +97.6% | +75.0% |
| 10Y | +359.3% | -4.7% | +364.0% | +324.0% |
| All | +10,545.1% | +2,126.9% | +8,418.2% | +3,358.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling