+122.8%
COST vs LIN
+65.5%
+57.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +2.5% | +0.2% | +2.3% | +2.4% |
| 30D | +14.6% | +6.2% | +8.4% | +11.9% |
| 3M | +15.2% | +9.3% | +5.8% | +11.2% |
| 6M | +7.2% | +4.4% | +2.8% | +5.0% |
| YTD | +27.4% | +23.7% | +3.7% | +15.7% |
| 1Y | +20.2% | +23.5% | -3.3% | +9.2% |
| 3Y | +96.9% | +35.8% | +61.1% | +70.4% |
| 5Y | +122.8% | +65.9% | +56.9% | +77.3% |
| All | +122.8% | +65.5% | +57.3% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling