+67.9%
LIN vs SHW
+14.9%
+52.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +0.3% | -2.1% | +2.5% | +1.0% |
| 30D | +8.0% | +11.1% | -3.1% | +3.9% |
| 3M | +7.7% | -2.2% | +9.8% | +8.2% |
| 6M | +5.1% | +14.3% | -9.3% | -0.5% |
| YTD | +24.7% | +10.6% | +14.1% | +18.9% |
| 1Y | +25.1% | +4.1% | +21.0% | +22.0% |
| 3Y | +36.8% | +42.9% | -6.0% | +16.9% |
| 5Y | +67.9% | +14.2% | +53.7% | +57.0% |
| All | +67.9% | +14.9% | +52.9% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling