+20,082.1%
LLY vs COF
+5,197.0%
+14,885.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +1.0% |
| 7D | +6.6% | -3.4% | +10.0% | +7.2% |
| 30D | +19.4% | +0.4% | +19.0% | +19.3% |
| 3M | +19.6% | -12.5% | +32.1% | +22.2% |
| 6M | +42.6% | +8.3% | +34.3% | +40.2% |
| YTD | +35.0% | -18.6% | +53.5% | +38.6% |
| 1Y | +42.0% | -8.6% | +50.6% | +43.0% |
| 3Y | +140.5% | +94.7% | +45.8% | +110.1% |
| 5Y | +479.9% | +35.3% | +444.5% | +426.2% |
| 10Y | +2,059.2% | +185.1% | +1,874.1% | +1,521.6% |
| All | +20,082.1% | +5,197.0% | +14,885.1% | +7,096.0% |
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 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