+780.6%
LIN vs CHTR
+237.3%
+543.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.2% | +5.0% | +0.1% |
| 7D | +0.2% | +5.9% | -5.7% | -1.0% |
| 30D | +6.5% | +10.4% | -3.9% | +4.2% |
| 3M | +5.5% | -25.0% | +30.5% | +10.8% |
| 6M | +3.3% | -24.6% | +27.9% | +7.6% |
| YTD | +22.0% | -43.4% | +65.5% | +32.5% |
| 1Y | +25.7% | -45.8% | +71.5% | +37.7% |
| 3Y | +36.2% | -71.6% | +107.8% | +67.1% |
| 5Y | +66.1% | -82.9% | +148.9% | +126.4% |
| 10Y | +431.0% | -52.8% | +483.8% | +449.9% |
| All | +780.6% | +237.3% | +543.2% | +429.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling