+431.5%
LIN vs CRH
+246.6%
+184.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +2.1% | -1.3% | +3.4% | +2.6% |
| 30D | +6.8% | +18.1% | -11.3% | -0.3% |
| 3M | +10.4% | -3.9% | +14.2% | +11.5% |
| 6M | +3.2% | -13.3% | +16.5% | +8.0% |
| YTD | +24.6% | -24.2% | +48.8% | +36.1% |
| 1Y | +24.4% | -14.9% | +39.3% | +28.9% |
| 3Y | +36.7% | +64.9% | -28.1% | +0.1% |
| 5Y | +67.0% | +109.0% | -42.0% | +5.6% |
| All | +431.5% | +246.6% | +184.9% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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