+412.1%
LIN vs CHRW
+126.6%
+285.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.0% | -3.4% | +5.4% | +2.7% |
| 30D | +7.9% | -9.4% | +17.2% | +9.7% |
| 3M | +6.3% | -12.6% | +18.9% | +8.5% |
| 6M | +6.5% | -24.2% | +30.6% | +11.0% |
| YTD | +23.6% | -18.9% | +42.4% | +25.3% |
| 1Y | +25.7% | -13.7% | +39.4% | +25.5% |
| 3Y | +35.6% | +72.6% | -37.0% | +8.9% |
| 5Y | +65.9% | +55.6% | +10.3% | +33.5% |
| 10Y | +412.1% | +122.7% | +289.3% | +240.8% |
| All | +412.1% | +126.6% | +285.5% | +240.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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