+412.1%
LIN vs CHD
+180.1%
+232.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +2.0% | +2.4% | -0.4% | +1.3% |
| 30D | +7.9% | +13.9% | -6.0% | +4.0% |
| 3M | +6.3% | +8.5% | -2.2% | +3.8% |
| 6M | +6.5% | +20.4% | -13.9% | +0.8% |
| YTD | +23.6% | +34.5% | -11.0% | +13.1% |
| 1Y | +25.7% | +33.8% | -8.0% | +15.3% |
| 3Y | +35.6% | +29.1% | +6.5% | +24.5% |
| 5Y | +65.9% | +31.2% | +34.6% | +49.2% |
| 10Y | +412.1% | +193.1% | +218.9% | +280.7% |
| All | +412.1% | +180.1% | +232.0% | +280.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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