+65.9%
LIN vs SHW
+15.0%
+50.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +2.0% | +4.2% | -2.2% | +0.5% |
| 30D | +7.9% | +11.3% | -3.4% | +3.7% |
| 3M | +6.3% | -1.8% | +8.1% | +6.6% |
| 6M | +6.5% | +12.7% | -6.2% | +1.4% |
| YTD | +23.6% | +10.4% | +13.1% | +17.9% |
| 1Y | +25.7% | +4.7% | +21.0% | +22.3% |
| 3Y | +35.6% | +42.7% | -7.1% | +15.9% |
| 5Y | +65.9% | +14.5% | +51.3% | +54.9% |
| All | +65.9% | +15.0% | +50.8% | +54.9% |
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