+24.5%
LIN vs CRH
+72.0%
-47.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | -4.0% | -3.6% | -0.4% | -3.3% |
| 30D | -4.9% | -10.8% | +5.9% | -3.0% |
| 3M | -9.2% | -13.5% | +4.3% | -7.0% |
| 6M | -2.6% | -15.4% | +12.9% | -0.2% |
| YTD | +10.5% | -27.6% | +38.1% | +16.4% |
| 1Y | -0.1% | -18.4% | +18.3% | +2.2% |
| All | +24.5% | +72.0% | -47.5% | +8.0% |
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