+412.1%
LIN vs COF
+202.4%
+209.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | +2.0% | -6.2% | +8.2% | +3.9% |
| 30D | +7.9% | -1.7% | +9.6% | +8.3% |
| 3M | +6.3% | -10.2% | +16.5% | +9.4% |
| 6M | +6.5% | +4.2% | +2.3% | +4.5% |
| YTD | +23.6% | -18.2% | +41.8% | +29.3% |
| 1Y | +25.7% | -9.7% | +35.5% | +27.4% |
| 3Y | +35.6% | +95.0% | -59.4% | +3.0% |
| 5Y | +65.9% | +36.8% | +29.0% | +37.7% |
| 10Y | +412.1% | +192.6% | +219.5% | +218.0% |
| All | +412.1% | +202.4% | +209.7% | +218.0% |
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