+68.0%
LIN vs CHRW
+48.6%
+19.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.5% | -0.3% |
| 7D | +3.6% | +0.7% | +2.9% | +3.5% |
| 30D | +6.4% | -5.0% | +11.4% | +6.8% |
| 3M | +6.5% | -16.1% | +22.6% | +8.1% |
| 6M | +4.9% | -22.6% | +27.5% | +6.9% |
| YTD | +23.4% | -19.3% | +42.7% | +24.3% |
| 1Y | +26.3% | -14.9% | +41.2% | +26.2% |
| 3Y | +38.0% | +68.0% | -30.0% | +23.0% |
| 5Y | +68.0% | +53.2% | +14.8% | +51.7% |
| All | +68.0% | +48.6% | +19.4% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling