+37.8%
LIN vs CPB
-35.1%
+73.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +3.6% | +11.6% | -8.0% | +2.3% |
| 30D | +6.4% | +23.3% | -16.9% | +3.8% |
| 3M | +6.5% | +1.6% | +4.8% | +6.1% |
| 6M | +4.9% | +13.9% | -9.1% | +3.1% |
| YTD | +23.4% | -11.7% | +35.1% | +24.8% |
| 1Y | +26.3% | -18.2% | +44.5% | +29.0% |
| All | +37.8% | -35.1% | +73.0% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling