+65.9%
LIN vs CAH
+511.5%
-445.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +0.2% | +3.9% | -3.6% | -0.6% |
| 30D | +6.2% | +16.0% | -9.9% | +2.7% |
| 3M | +9.3% | +19.1% | -9.7% | +5.0% |
| 6M | +4.4% | +53.0% | -48.7% | -5.5% |
| YTD | +23.7% | +36.6% | -12.9% | +14.4% |
| 1Y | +23.5% | +37.4% | -14.0% | +13.9% |
| 3Y | +35.8% | +178.8% | -143.1% | -0.5% |
| 5Y | +65.9% | +498.6% | -432.7% | -14.5% |
| All | +65.9% | +511.5% | -445.7% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling