+7,547.1%
LIN vs COF
+5,862.7%
+1,684.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | -2.1% | +1.8% | -3.9% | -2.5% |
| 30D | -2.4% | -0.6% | -1.9% | -2.3% |
| 3M | -5.6% | +20.3% | -25.9% | -9.8% |
| 6M | -3.4% | +13.0% | -16.4% | -6.6% |
| YTD | +13.1% | -8.3% | +21.4% | +14.2% |
| 1Y | +2.5% | -1.5% | +3.9% | +1.5% |
| 3Y | +27.6% | +122.3% | -94.7% | +1.8% |
| 5Y | +63.0% | +52.5% | +10.5% | +39.3% |
| 10Y | +359.3% | +264.9% | +94.4% | +205.7% |
| All | +7,547.1% | +5,862.7% | +1,684.4% | +2,774.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling