+423.5%
LIN vs CNH
+110.7%
+312.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.3% | +0.5% |
| 7D | +3.6% | -0.4% | +3.9% | +3.7% |
| 30D | +6.4% | -15.2% | +21.6% | +11.4% |
| 3M | +6.5% | +4.3% | +2.2% | +4.0% |
| 6M | +4.9% | +10.1% | -5.2% | -0.2% |
| YTD | +23.4% | +23.2% | +0.3% | +11.9% |
| 1Y | +26.3% | +8.5% | +17.8% | +19.1% |
| 3Y | +38.0% | +4.1% | +33.9% | +26.3% |
| 5Y | +68.0% | -17.8% | +85.8% | +62.8% |
| All | +423.5% | +110.7% | +312.8% | +253.8% |
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