+15,969.6%
LLY vs COF
+5,862.7%
+10,106.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.1% | +1.8% | -4.0% | -2.5% |
| 30D | -1.6% | -0.6% | -1.0% | -1.5% |
| 3M | +2.3% | +20.3% | -18.0% | -1.0% |
| 6M | +14.9% | +13.0% | +1.9% | +12.2% |
| YTD | +7.5% | -8.3% | +15.8% | +8.3% |
| 1Y | +55.7% | -1.5% | +57.1% | +54.7% |
| 3Y | +110.6% | +122.3% | -11.7% | +79.8% |
| 5Y | +363.4% | +52.5% | +310.9% | +311.7% |
| 10Y | +1,649.0% | +264.9% | +1,384.1% | +1,159.9% |
| All | +15,969.6% | +5,862.7% | +10,106.9% | +5,521.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling