+361.0%
LIN vs CAH
+305.1%
+55.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -2.1% | +5.4% | -7.5% | -3.5% |
| 30D | -2.4% | +3.3% | -5.7% | -3.3% |
| 3M | -5.6% | +22.8% | -28.4% | -10.9% |
| 6M | -3.4% | +11.3% | -14.7% | -6.5% |
| YTD | +13.1% | +21.1% | -8.0% | +6.4% |
| 1Y | +2.5% | +67.2% | -64.8% | -12.8% |
| 3Y | +27.6% | +195.6% | -168.0% | -9.9% |
| 5Y | +63.0% | +413.8% | -350.8% | -4.2% |
| All | +361.0% | +305.1% | +55.9% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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