+65.2%
LIN vs SHW
+14.0%
+51.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.7% |
| 7D | +3.6% | +5.7% | -2.1% | +1.5% |
| 30D | +6.4% | +8.7% | -2.3% | +3.1% |
| 3M | +6.5% | -5.4% | +11.9% | +8.2% |
| 6M | +4.9% | +12.2% | -7.4% | -0.1% |
| YTD | +23.4% | +8.5% | +15.0% | +18.5% |
| 1Y | +26.3% | +4.9% | +21.4% | +22.7% |
| 3Y | +38.0% | +42.8% | -4.9% | +17.9% |
| All | +65.2% | +14.0% | +51.2% | +54.5% |
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 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