+431.5%
LIN vs SHW
+339.2%
+92.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +2.1% | +1.9% | +0.2% | +1.2% |
| 30D | +6.8% | +8.1% | -1.3% | +2.8% |
| 3M | +10.4% | -2.8% | +13.2% | +11.2% |
| 6M | +3.2% | +15.0% | -11.9% | -4.2% |
| YTD | +24.6% | +9.0% | +15.6% | +17.7% |
| 1Y | +24.4% | +4.5% | +19.9% | +19.8% |
| 3Y | +36.7% | +41.9% | -5.1% | +11.4% |
| 5Y | +67.0% | +10.7% | +56.3% | +50.5% |
| All | +431.5% | +339.2% | +92.2% | +142.7% |
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