+760.6%
COST vs LIN
+418.8%
+341.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.7% |
| 7D | +3.9% | +0.3% | +3.6% | +3.8% |
| 30D | +13.5% | +8.0% | +5.5% | +10.3% |
| 3M | +15.3% | +7.7% | +7.6% | +12.1% |
| 6M | +9.2% | +5.1% | +4.1% | +6.8% |
| YTD | +26.9% | +24.7% | +2.2% | +15.8% |
| 1Y | +19.7% | +25.1% | -5.4% | +9.1% |
| 3Y | +96.0% | +36.8% | +59.2% | +71.5% |
| 5Y | +124.0% | +67.9% | +56.2% | +78.8% |
| 10Y | +760.6% | +427.2% | +333.4% | +377.3% |
| All | +760.6% | +418.8% | +341.8% | +377.3% |
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