+361.3%
LIN vs CNH
+162.8%
+198.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -2.2% |
| 7D | -2.1% | +23.3% | -25.4% | -8.3% |
| 30D | -2.4% | +33.5% | -35.9% | -11.0% |
| 3M | -5.6% | +32.7% | -38.3% | -14.3% |
| 6M | -3.4% | +22.2% | -25.6% | -10.8% |
| YTD | +13.1% | +57.7% | -44.6% | -4.3% |
| 1Y | +2.5% | +28.0% | -25.5% | -7.5% |
| 3Y | +27.6% | +11.5% | +16.1% | +16.2% |
| 5Y | +63.0% | +11.9% | +51.2% | +43.9% |
| All | +361.3% | +162.8% | +198.5% | +185.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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