+585.8%
COST vs LIN
+358.9%
+227.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.7% |
| 7D | -3.1% | -2.1% | -1.0% | -2.4% |
| 30D | -2.8% | -2.4% | -0.4% | -1.9% |
| 3M | -5.7% | -5.6% | -0.1% | -3.8% |
| 6M | -8.8% | -3.4% | -5.4% | -8.0% |
| YTD | +6.7% | +13.1% | -6.4% | +1.0% |
| 1Y | -3.6% | +2.5% | -6.1% | -5.3% |
| 3Y | +75.1% | +27.6% | +47.5% | +57.2% |
| 5Y | +108.9% | +63.0% | +45.9% | +68.8% |
| All | +585.8% | +358.9% | +227.0% | +296.0% |
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