+427.9%
LIN vs CHD
+191.9%
+235.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +0.2% | +0.4% | -0.1% | +0.1% |
| 30D | +6.2% | +11.6% | -5.4% | +2.9% |
| 3M | +9.3% | +10.7% | -1.4% | +6.2% |
| 6M | +4.4% | +20.2% | -15.9% | -1.1% |
| YTD | +23.7% | +34.5% | -10.8% | +13.3% |
| 1Y | +23.5% | +32.6% | -9.1% | +13.4% |
| 3Y | +35.8% | +29.1% | +6.7% | +24.6% |
| 5Y | +65.9% | +31.5% | +34.4% | +49.0% |
| All | +427.9% | +191.9% | +235.9% | +290.6% |
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