+68.5%
LIN vs COR
+203.9%
-135.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | 0.0% |
| 7D | +2.1% | +7.8% | -5.7% | +0.4% |
| 30D | +6.8% | +7.0% | -0.2% | +5.1% |
| 3M | +10.4% | +16.3% | -5.9% | +6.6% |
| 6M | +3.2% | +41.3% | -38.1% | -4.7% |
| YTD | +24.6% | +7.1% | +17.5% | +21.5% |
| 1Y | +24.4% | -0.8% | +25.2% | +24.2% |
| 3Y | +36.7% | +85.0% | -48.2% | +6.3% |
| All | +68.5% | +203.9% | -135.3% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling