+390.2%
LLY vs COF
+48.7%
+341.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.2% |
| 7D | -3.1% | -2.7% | -0.4% | -2.8% |
| 30D | -8.6% | -3.4% | -5.3% | -8.3% |
| 3M | -1.6% | +15.4% | -17.1% | -3.4% |
| 6M | +11.8% | +14.4% | -2.6% | +9.9% |
| YTD | +5.1% | -12.0% | +17.1% | +6.3% |
| 1Y | +50.7% | -3.7% | +54.5% | +50.5% |
| 3Y | +95.7% | +121.1% | -25.4% | +80.0% |
| 5Y | +390.2% | +47.8% | +342.4% | +360.0% |
| All | +390.2% | +48.7% | +341.5% | +360.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling