+63.3%
LIN vs CAH
+507.2%
-443.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.5% |
| 7D | +0.2% | +8.5% | -8.3% | -1.6% |
| 30D | +6.5% | +17.0% | -10.6% | +2.7% |
| 3M | +5.5% | +14.6% | -9.1% | +2.2% |
| 6M | +3.3% | +42.5% | -39.2% | -4.9% |
| YTD | +22.0% | +33.5% | -11.4% | +13.4% |
| 1Y | +25.7% | +38.5% | -12.8% | +15.7% |
| 3Y | +36.2% | +179.0% | -142.8% | -0.3% |
| All | +63.3% | +507.2% | -443.8% | -15.4% |
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