+358.4%
LIN vs COF
+255.6%
+102.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.6% | -1.2% |
| 7D | -3.5% | +1.2% | -4.7% | -3.8% |
| 30D | -4.1% | -1.4% | -2.7% | -3.8% |
| 3M | -6.4% | +19.0% | -25.4% | -11.3% |
| 6M | -2.4% | +14.9% | -17.3% | -7.0% |
| YTD | +10.9% | -10.7% | +21.6% | +13.3% |
| 1Y | 0.0% | -1.3% | +1.3% | -1.3% |
| 3Y | +25.8% | +124.3% | -98.5% | -8.6% |
| 5Y | +60.8% | +51.1% | +9.7% | +29.4% |
| 10Y | +358.4% | +252.4% | +106.0% | +156.7% |
| All | +358.4% | +255.6% | +102.8% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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