+15.8%
SCHW vs LIN
+1.1%
+14.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.9% |
| 7D | -1.3% | -3.5% | +2.2% | -0.8% |
| 30D | -0.4% | -4.1% | +3.7% | +0.2% |
| 3M | +21.7% | -6.4% | +28.1% | +22.6% |
| 6M | +13.0% | -2.4% | +15.4% | +13.3% |
| YTD | +8.0% | +10.9% | -2.9% | +3.4% |
| 1Y | +15.8% | 0.0% | +15.8% | +19.5% |
| All | +15.8% | +1.1% | +14.7% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling