+417.5%
LIN vs SHW
+358.9%
+58.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.5% |
| 7D | +0.2% | +3.5% | -3.3% | -1.5% |
| 30D | +6.5% | +9.2% | -2.8% | +2.0% |
| 3M | +5.5% | -5.1% | +10.6% | +7.4% |
| 6M | +3.3% | +6.8% | -3.5% | -0.8% |
| YTD | +22.0% | +7.0% | +15.1% | +16.3% |
| 1Y | +25.7% | +4.1% | +21.6% | +21.3% |
| 3Y | +36.2% | +41.1% | -4.8% | +11.3% |
| 5Y | +66.1% | +12.9% | +53.2% | +47.9% |
| All | +417.5% | +358.9% | +58.6% | +129.7% |
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