+427.2%
LIN vs COR
+489.9%
-62.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +0.3% | -1.2% | +1.5% | +0.7% |
| 30D | +8.0% | +7.6% | +0.4% | +5.6% |
| 3M | +7.7% | +5.0% | +2.7% | +5.9% |
| 6M | +5.1% | +35.3% | -30.2% | -4.5% |
| YTD | +24.7% | +4.2% | +20.5% | +21.2% |
| 1Y | +25.1% | -3.4% | +28.5% | +24.6% |
| 3Y | +36.8% | +81.1% | -44.3% | +8.2% |
| 5Y | +67.9% | +195.8% | -128.0% | +10.9% |
| 10Y | +427.2% | +493.6% | -66.4% | +191.4% |
| All | +427.2% | +489.9% | -62.7% | +191.4% |
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