+21,965.9%
SCHW vs LIN
+9,840.7%
+12,125.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.4% |
| 7D | -0.8% | -2.1% | +1.3% | +0.5% |
| 30D | +1.5% | -2.4% | +3.9% | +2.9% |
| 3M | +24.6% | -5.6% | +30.1% | +28.4% |
| 6M | +14.5% | -3.4% | +17.9% | +16.0% |
| YTD | +10.5% | +13.1% | -2.6% | +1.3% |
| 1Y | +13.4% | +2.5% | +10.9% | +10.2% |
| 3Y | +88.3% | +27.6% | +60.7% | +58.4% |
| 5Y | +62.1% | +63.0% | -1.0% | +16.7% |
| 10Y | +297.3% | +359.3% | -62.0% | +51.5% |
| All | +21,965.9% | +9,840.7% | +12,125.2% | +2,188.8% |
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