+35.8%
LIN vs CRH
+66.5%
-30.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.4% |
| 7D | +0.2% | -1.6% | +1.8% | +0.5% |
| 30D | +6.2% | +17.2% | -11.0% | +3.3% |
| 3M | +9.3% | -3.8% | +13.1% | +9.9% |
| 6M | +4.4% | -15.0% | +19.4% | +6.9% |
| YTD | +23.7% | -23.9% | +47.6% | +29.0% |
| 1Y | +23.5% | -16.2% | +39.7% | +25.9% |
| All | +35.8% | +66.5% | -30.7% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling