+212.0%
SCHW vs LIN
+430.8%
-218.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.7% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | -4.1% | +7.6% | -11.7% | -8.5% |
| 3M | -13.6% | +6.5% | -20.1% | -17.2% |
| 6M | +5.0% | +6.2% | -1.2% | +0.2% |
| YTD | -6.3% | +23.2% | -29.5% | -19.5% |
| 1Y | -1.4% | +25.4% | -26.8% | -16.4% |
| 3Y | +77.6% | +38.3% | +39.3% | +38.4% |
| 5Y | +22.7% | +64.4% | -41.7% | -16.3% |
| 10Y | +212.0% | +417.3% | -205.3% | +3.8% |
| All | +212.0% | +430.8% | -218.8% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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