+27.3%
LIN vs SHW
+7.3%
+20.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.6% | -4.1% | +1.0% |
| 7D | +3.3% | +13.3% | -10.0% | +0.3% |
| 30D | +8.8% | +14.1% | -5.4% | +5.4% |
| 3M | +8.6% | +0.8% | +7.9% | +8.3% |
| 6M | +7.0% | +17.6% | -10.6% | +2.7% |
| YTD | +24.3% | +13.0% | +11.3% | +19.7% |
| 1Y | +27.3% | +7.0% | +20.3% | +25.2% |
| All | +27.3% | +7.3% | +20.0% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 1y: compounded portfolio wealth divided by compounded SHW 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…
1y analysis · Full analysis span regression · 6 months rolling