+417.5%
LIN vs COR
+524.4%
-107.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | +0.2% | +0.8% | -0.6% | -0.1% |
| 30D | +6.5% | +5.1% | +1.3% | +4.8% |
| 3M | +5.5% | +2.8% | +2.6% | +4.4% |
| 6M | +3.3% | +32.5% | -29.2% | -5.4% |
| YTD | +22.0% | -0.7% | +22.7% | +20.3% |
| 1Y | +25.7% | -6.7% | +32.4% | +26.4% |
| 3Y | +36.2% | +73.7% | -37.5% | +9.5% |
| 5Y | +66.1% | +177.9% | -111.8% | +12.6% |
| All | +417.5% | +524.4% | -107.0% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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