+11,385.0%
LIN vs CHD
+7,577.3%
+3,807.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.7% |
| 7D | +0.2% | +2.0% | -1.8% | -0.3% |
| 30D | +6.5% | +13.0% | -6.5% | +3.0% |
| 3M | +5.5% | +6.1% | -0.6% | +3.7% |
| 6M | +3.3% | +15.9% | -12.5% | -0.9% |
| YTD | +22.0% | +31.6% | -9.6% | +12.8% |
| 1Y | +25.7% | +28.5% | -2.7% | +17.0% |
| 3Y | +36.2% | +30.5% | +5.8% | +25.2% |
| 5Y | +66.1% | +30.7% | +35.3% | +50.9% |
| 10Y | +431.0% | +184.2% | +246.7% | +284.0% |
| All | +11,385.0% | +7,577.3% | +3,807.7% | +4,139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling