0.0%
LIN vs COF
-2.2%
+2.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.6% | -1.7% |
| 7D | -3.5% | +1.2% | -4.7% | -3.5% |
| 30D | -4.1% | -1.4% | -2.7% | -4.0% |
| 3M | -6.4% | +19.0% | -25.4% | -7.1% |
| 6M | -2.4% | +14.9% | -17.3% | -3.2% |
| YTD | +10.9% | -10.7% | +21.6% | +12.3% |
| 1Y | 0.0% | -1.3% | +1.3% | -1.9% |
| All | 0.0% | -2.2% | +2.2% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling