+68.0%
LIN vs CRL
-16.7%
+84.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.1% |
| 7D | +3.6% | -16.8% | +20.4% | +6.2% |
| 30D | +6.4% | +2.6% | +3.7% | +5.5% |
| 3M | +6.5% | +20.1% | -13.6% | +2.9% |
| 6M | +4.9% | +68.8% | -64.0% | -4.3% |
| YTD | +23.4% | +56.9% | -33.5% | +13.2% |
| 1Y | +26.3% | +86.7% | -60.3% | +12.0% |
| 3Y | +38.0% | +72.1% | -34.1% | +18.0% |
| 5Y | +68.0% | -16.6% | +84.6% | +66.5% |
| All | +68.0% | -16.7% | +84.7% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling