+431.5%
LIN vs CRL
+350.3%
+81.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +6.8% | +11.9% | -5.1% | +3.4% |
| 3M | +10.4% | +20.2% | -9.8% | +4.9% |
| 6M | +3.2% | +107.5% | -104.4% | -14.4% |
| YTD | +24.6% | +69.4% | -44.8% | +7.1% |
| 1Y | +24.4% | +99.7% | -75.3% | +2.2% |
| 3Y | +36.7% | +98.8% | -62.0% | +4.9% |
| 5Y | +67.0% | -12.4% | +79.4% | +63.6% |
| All | +431.5% | +350.3% | +81.2% | +213.1% |
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