+19,347.4%
COST vs LIN
+10,749.5%
+8,598.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +7.1% | +3.6% | +3.5% | +5.9% |
| 30D | +14.1% | +6.4% | +7.7% | +11.8% |
| 3M | +13.3% | +6.5% | +6.8% | +11.0% |
| 6M | +5.2% | +4.9% | +0.3% | +3.3% |
| YTD | +24.3% | +23.4% | +0.9% | +15.6% |
| 1Y | +14.6% | +26.3% | -11.7% | +5.7% |
| 3Y | +97.6% | +38.0% | +59.6% | +76.3% |
| 5Y | +119.1% | +68.0% | +51.1% | +81.9% |
| 10Y | +785.4% | +437.1% | +348.3% | +396.7% |
| All | +19,347.4% | +10,749.5% | +8,598.0% | +4,729.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling