+422.4%
LIN vs CRL
+362.2%
+60.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | +2.0% | -1.7% | +3.7% | +2.1% |
| 30D | +7.9% | +14.6% | -6.7% | +3.9% |
| 3M | +6.3% | +24.8% | -18.5% | +0.1% |
| 6M | +6.5% | +94.7% | -88.2% | -10.3% |
| YTD | +23.6% | +73.4% | -49.8% | +5.7% |
| 1Y | +25.7% | +104.7% | -78.9% | +2.8% |
| 3Y | +35.6% | +101.1% | -65.5% | +3.9% |
| 5Y | +65.9% | -10.8% | +76.6% | +61.9% |
| All | +422.4% | +362.2% | +60.2% | +207.0% |
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