+187.9%
SCHW vs LIN
+424.2%
-236.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | +2.0% | +2.1% | -0.1% | +0.7% |
| 30D | -3.6% | +6.8% | -10.4% | -7.6% |
| 3M | -15.0% | +10.4% | -25.3% | -20.3% |
| 6M | +2.6% | +3.2% | -0.5% | -0.1% |
| YTD | -5.7% | +24.6% | -30.3% | -19.6% |
| 1Y | -0.9% | +24.4% | -25.3% | -15.6% |
| 3Y | +79.4% | +36.7% | +42.6% | +41.0% |
| 5Y | +21.2% | +67.0% | -45.8% | -18.2% |
| All | +187.9% | +424.2% | -236.3% | -6.7% |
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