+369.0%
LIN vs CHTR
-49.7%
+418.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.1% | +7.8% | +1.1% |
| 7D | -4.0% | -15.8% | +11.8% | -0.9% |
| 30D | -4.9% | -12.7% | +7.7% | -2.8% |
| 3M | -9.2% | -1.1% | -8.1% | -9.8% |
| 6M | -2.6% | -39.9% | +37.3% | +5.2% |
| YTD | +10.5% | -35.9% | +46.4% | +17.2% |
| 1Y | -0.1% | -49.2% | +49.1% | +11.3% |
| 3Y | +25.4% | -68.3% | +93.7% | +50.7% |
| 5Y | +59.7% | -83.0% | +142.6% | +126.6% |
| 10Y | +369.0% | -49.3% | +418.3% | +380.1% |
| All | +369.0% | -49.7% | +418.7% | +380.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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