+63.3%
LIN vs COF
+40.9%
+22.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.9% |
| 7D | +0.2% | -1.5% | +1.7% | +0.5% |
| 30D | +6.5% | +3.0% | +3.4% | +5.6% |
| 3M | +5.5% | -7.9% | +13.4% | +7.3% |
| 6M | +3.3% | +5.2% | -1.9% | +1.7% |
| YTD | +22.0% | -15.7% | +37.8% | +25.9% |
| 1Y | +25.7% | -5.5% | +31.2% | +25.8% |
| 3Y | +36.2% | +100.5% | -64.3% | +5.9% |
| All | +63.3% | +40.9% | +22.5% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling