+292.9%
SCHW vs LIN
+352.0%
-59.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.0% |
| 7D | -1.3% | -3.5% | +2.2% | +0.9% |
| 30D | -0.4% | -4.1% | +3.7% | +2.2% |
| 3M | +21.7% | -6.4% | +28.1% | +26.3% |
| 6M | +13.0% | -2.4% | +15.4% | +13.6% |
| YTD | +8.0% | +10.9% | -2.9% | -0.7% |
| 1Y | +15.8% | 0.0% | +15.8% | +13.9% |
| 3Y | +87.7% | +25.8% | +61.9% | +55.5% |
| 5Y | +59.7% | +60.8% | -1.2% | +9.9% |
| 10Y | +292.9% | +358.4% | -65.5% | +32.6% |
| All | +292.9% | +352.0% | -59.1% | +32.6% |
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