+17.1%
COST vs LIN
+25.8%
-8.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +4.6% | +2.0% | +2.6% | +4.1% |
| 30D | +12.8% | +7.9% | +4.9% | +11.1% |
| 3M | +12.1% | +6.3% | +5.8% | +10.6% |
| 6M | +6.0% | +6.5% | -0.5% | +4.4% |
| YTD | +24.4% | +23.6% | +0.8% | +16.1% |
| 1Y | +17.1% | +25.7% | -8.6% | +10.0% |
| All | +17.1% | +25.8% | -8.6% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling