+62.1%
SCHW vs LIN
+61.6%
+0.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -0.8% | -2.1% | +1.3% | +0.4% |
| 30D | +1.5% | -2.4% | +3.9% | +2.8% |
| 3M | +24.6% | -5.6% | +30.1% | +28.0% |
| 6M | +14.5% | -3.4% | +17.9% | +15.8% |
| YTD | +10.5% | +13.1% | -2.6% | +1.0% |
| 1Y | +13.4% | +2.5% | +10.9% | +10.2% |
| 3Y | +88.3% | +27.6% | +60.7% | +56.0% |
| All | +62.1% | +61.6% | +0.5% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling