+63.3%
LIN vs COR
+178.3%
-114.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.7% |
| 7D | +0.2% | +0.8% | -0.6% | 0.0% |
| 30D | +6.5% | +5.1% | +1.3% | +5.2% |
| 3M | +5.5% | +2.8% | +2.6% | +4.7% |
| 6M | +3.3% | +32.5% | -29.2% | -3.2% |
| YTD | +22.0% | -0.7% | +22.7% | +21.0% |
| 1Y | +25.7% | -6.7% | +32.4% | +27.1% |
| 3Y | +36.2% | +73.7% | -37.5% | +7.2% |
| All | +63.3% | +178.3% | -114.9% | +1.3% |
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