+30.0%
LIN vs CRL
+38.0%
-8.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.8% |
| 7D | -2.1% | -1.0% | -1.1% | -2.0% |
| 30D | -2.4% | +10.7% | -13.1% | -3.3% |
| 3M | -5.6% | +55.3% | -60.9% | -9.4% |
| 6M | -3.4% | +60.7% | -64.0% | -7.9% |
| YTD | +13.1% | +44.6% | -31.5% | +9.0% |
| 1Y | +2.5% | +77.7% | -75.3% | -4.0% |
| All | +30.0% | +38.0% | -8.0% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling