+42.0%
LLY vs COF
-10.2%
+52.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +1.1% |
| 7D | +6.6% | -3.4% | +10.0% | +6.8% |
| 30D | +19.4% | +0.4% | +19.0% | +19.4% |
| 3M | +19.6% | -12.5% | +32.1% | +20.4% |
| 6M | +42.6% | +8.3% | +34.3% | +41.5% |
| YTD | +35.0% | -18.6% | +53.5% | +36.5% |
| 1Y | +42.0% | -8.6% | +50.6% | +40.4% |
| All | +42.0% | -10.2% | +52.2% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling