+20,106.6%
LLY vs COF
+5,197.0%
+14,909.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | +6.7% | -3.4% | +10.1% | +7.3% |
| 30D | +19.6% | +0.4% | +19.2% | +19.5% |
| 3M | +19.7% | -12.5% | +32.2% | +22.3% |
| 6M | +42.7% | +8.3% | +34.4% | +40.4% |
| YTD | +35.1% | -18.6% | +53.7% | +38.8% |
| 1Y | +42.2% | -8.6% | +50.8% | +43.1% |
| 3Y | +140.8% | +94.7% | +46.1% | +110.3% |
| 5Y | +480.6% | +35.3% | +445.2% | +426.8% |
| 10Y | +2,061.9% | +185.1% | +1,876.7% | +1,523.6% |
| All | +20,106.6% | +5,197.0% | +14,909.6% | +7,104.8% |
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