+63.3%
LIN vs CRL
-10.4%
+73.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.8% | -9.0% | -2.3% |
| 7D | +0.2% | -6.1% | +6.3% | +0.9% |
| 30D | +6.5% | +12.4% | -5.9% | +4.2% |
| 3M | +5.5% | +27.1% | -21.6% | +1.1% |
| 6M | +3.3% | +85.7% | -82.4% | -7.1% |
| YTD | +22.0% | +69.2% | -47.2% | +10.7% |
| 1Y | +25.7% | +97.5% | -71.8% | +10.6% |
| 3Y | +36.2% | +86.1% | -49.9% | +15.1% |
| All | +63.3% | -10.4% | +73.7% | +61.0% |
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 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