+412.1%
LIN vs SHW
+352.3%
+59.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +2.0% | +4.2% | -2.2% | 0.0% |
| 30D | +7.9% | +11.3% | -3.4% | +2.5% |
| 3M | +6.3% | -1.8% | +8.1% | +6.7% |
| 6M | +6.5% | +12.7% | -6.2% | -0.2% |
| YTD | +23.6% | +10.4% | +13.1% | +16.1% |
| 1Y | +25.7% | +4.7% | +21.0% | +21.0% |
| 3Y | +35.6% | +42.7% | -7.1% | +10.2% |
| 5Y | +65.9% | +14.5% | +51.3% | +46.9% |
| 10Y | +412.1% | +340.7% | +71.3% | +131.5% |
| All | +412.1% | +352.3% | +59.7% | +131.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling