+361.3%
LIN vs COR
+407.6%
-46.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.4% |
| 7D | -2.1% | +2.8% | -4.9% | -2.9% |
| 30D | -2.4% | +4.5% | -7.0% | -3.7% |
| 3M | -5.6% | +22.7% | -28.2% | -11.1% |
| 6M | -3.4% | -9.7% | +6.3% | -1.2% |
| YTD | +13.1% | -1.4% | +14.5% | +12.0% |
| 1Y | +2.5% | +13.9% | -11.5% | -3.4% |
| 3Y | +27.6% | +94.0% | -66.4% | 0.0% |
| 5Y | +63.0% | +184.0% | -121.0% | +12.2% |
| All | +361.3% | +407.6% | -46.3% | +175.6% |
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