+361.3%
LIN vs CRL
+247.0%
+114.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -2.1% | -1.0% | -1.1% | -1.9% |
| 30D | -2.4% | +10.7% | -13.1% | -4.8% |
| 3M | -5.6% | +55.3% | -60.9% | -15.3% |
| 6M | -3.4% | +60.7% | -64.0% | -15.0% |
| YTD | +13.1% | +44.6% | -31.5% | +1.6% |
| 1Y | +2.5% | +77.7% | -75.3% | -13.5% |
| 3Y | +27.6% | +37.6% | -10.0% | +9.3% |
| 5Y | +63.0% | -35.8% | +98.9% | +75.3% |
| All | +361.3% | +247.0% | +114.3% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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