+758.4%
COST vs LIN
+430.8%
+327.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.8% |
| 7D | +2.5% | +0.1% | +2.3% | +2.4% |
| 30D | +12.8% | +7.6% | +5.2% | +9.7% |
| 3M | +12.7% | +6.5% | +6.1% | +10.0% |
| 6M | +6.0% | +6.2% | -0.2% | +3.3% |
| YTD | +24.4% | +23.2% | +1.1% | +14.0% |
| 1Y | +16.2% | +25.4% | -9.2% | +5.8% |
| 3Y | +96.9% | +38.3% | +58.6% | +71.6% |
| 5Y | +121.1% | +64.4% | +56.7% | +78.0% |
| 10Y | +758.4% | +417.3% | +341.1% | +387.6% |
| All | +758.4% | +430.8% | +327.6% | +387.6% |
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 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