+432.0%
LIN vs COPX
+332.4%
+99.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.7% |
| 7D | +0.3% | -1.5% | +1.9% | +0.7% |
| 30D | +8.0% | -14.0% | +22.0% | +12.4% |
| 3M | +7.7% | -17.1% | +24.8% | +12.8% |
| 6M | +5.1% | -15.9% | +21.0% | +8.2% |
| YTD | +24.7% | +2.6% | +22.1% | +18.1% |
| 1Y | +25.1% | +21.6% | +3.5% | +11.6% |
| 3Y | +36.8% | +142.7% | -105.8% | -9.1% |
| 5Y | +67.9% | +122.2% | -54.4% | +11.6% |
| All | +432.0% | +332.4% | +99.6% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling