+18,372.0%
SCHW vs LIN
+10,625.0%
+7,747.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.5% |
| 7D | +3.9% | +0.2% | +3.7% | +3.8% |
| 30D | -4.3% | +6.5% | -10.7% | -7.9% |
| 3M | -14.8% | +5.5% | -20.2% | -17.7% |
| 6M | -0.1% | +3.3% | -3.4% | -2.8% |
| YTD | -7.5% | +22.0% | -29.5% | -19.2% |
| 1Y | -1.6% | +25.7% | -27.4% | -15.7% |
| 3Y | +71.4% | +36.2% | +35.2% | +38.3% |
| 5Y | +20.5% | +66.1% | -45.5% | -14.4% |
| 10Y | +236.5% | +431.0% | -194.4% | +17.5% |
| All | +18,372.0% | +10,625.0% | +7,747.0% | +1,725.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling