+65.9%
LIN vs CNH
-9.2%
+75.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.6% | +1.2% |
| 7D | +2.0% | +4.5% | -2.5% | +0.8% |
| 30D | +7.9% | +7.6% | +0.2% | +5.8% |
| 3M | +6.3% | +17.0% | -10.7% | +1.6% |
| 6M | +6.5% | +12.9% | -6.5% | +2.0% |
| YTD | +23.6% | +34.3% | -10.7% | +11.9% |
| 1Y | +25.7% | +28.5% | -2.8% | +15.0% |
| 3Y | +35.6% | +31.9% | +3.7% | +17.1% |
| 5Y | +65.9% | -9.6% | +75.5% | +59.4% |
| All | +65.9% | -9.2% | +75.1% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling