+6,881.3%
LIN vs COR
+17,545.2%
-10,663.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | -2.1% | +2.8% | -4.9% | -2.7% |
| 30D | -2.4% | +4.5% | -7.0% | -3.4% |
| 3M | -5.6% | +22.7% | -28.2% | -9.8% |
| 6M | -3.4% | -9.7% | +6.3% | -1.9% |
| YTD | +13.1% | -1.4% | +14.5% | +12.3% |
| 1Y | +2.5% | +13.9% | -11.5% | -1.7% |
| 3Y | +27.6% | +94.0% | -66.4% | +8.0% |
| 5Y | +63.0% | +184.0% | -121.0% | +26.4% |
| 10Y | +359.3% | +406.8% | -47.5% | +206.4% |
| All | +6,881.3% | +17,545.2% | -10,663.9% | +2,382.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling