+10,545.1%
LIN vs CHD
+6,820.3%
+3,724.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | -2.7% | +0.6% | -1.4% |
| 30D | -2.4% | -4.6% | +2.2% | -1.2% |
| 3M | -5.6% | +5.0% | -10.6% | -6.9% |
| 6M | -3.4% | -3.2% | -0.2% | -2.9% |
| YTD | +13.1% | +18.6% | -5.5% | +7.6% |
| 1Y | +2.5% | +4.8% | -2.4% | +0.5% |
| 3Y | +27.6% | +6.1% | +21.5% | +23.8% |
| 5Y | +63.0% | +24.0% | +39.1% | +50.2% |
| 10Y | +359.3% | +124.5% | +234.8% | +253.5% |
| All | +10,545.1% | +6,820.3% | +3,724.8% | +3,942.1% |
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