+11,546.4%
LIN vs CRH
+5,757.4%
+5,789.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.2% |
| 7D | +0.2% | -1.6% | +1.8% | +0.6% |
| 30D | +6.2% | +17.2% | -11.0% | +1.9% |
| 3M | +9.3% | -3.8% | +13.1% | +10.1% |
| 6M | +4.4% | -15.0% | +19.4% | +8.0% |
| YTD | +23.7% | -23.9% | +47.6% | +30.8% |
| 1Y | +23.5% | -16.2% | +39.7% | +27.1% |
| 3Y | +35.8% | +65.1% | -29.3% | +15.7% |
| 5Y | +65.9% | +109.8% | -44.0% | +31.8% |
| 10Y | +423.1% | +250.3% | +172.8% | +262.2% |
| All | +11,546.4% | +5,757.4% | +5,789.0% | +5,986.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling