+4,398.5%
LIN vs CRL
+1,505.2%
+2,893.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.3% |
| 7D | +3.6% | -16.8% | +20.4% | +8.0% |
| 30D | +6.4% | +2.6% | +3.7% | +5.1% |
| 3M | +6.5% | +20.1% | -13.6% | +0.9% |
| 6M | +4.9% | +68.8% | -64.0% | -9.6% |
| YTD | +23.4% | +56.9% | -33.5% | +7.0% |
| 1Y | +26.3% | +86.7% | -60.3% | +4.4% |
| 3Y | +38.0% | +72.1% | -34.1% | +9.7% |
| 5Y | +68.0% | -16.6% | +84.6% | +58.4% |
| 10Y | +437.1% | +359.0% | +78.1% | +205.7% |
| All | +4,398.5% | +1,505.2% | +2,893.3% | +1,784.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling