+358.4%
LIN vs COPX
+592.9%
-234.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -6.0% | -3.1% |
| 7D | -3.5% | +5.8% | -9.2% | -5.1% |
| 30D | -4.1% | +7.2% | -11.3% | -6.2% |
| 3M | -6.4% | +16.5% | -22.9% | -11.3% |
| 6M | -2.4% | +18.4% | -20.9% | -9.5% |
| YTD | +10.9% | +31.9% | -21.0% | -1.7% |
| 1Y | 0.0% | +88.5% | -88.5% | -22.1% |
| 3Y | +25.8% | +173.1% | -147.3% | -17.7% |
| 5Y | +60.8% | +193.1% | -132.3% | -1.1% |
| 10Y | +358.4% | +591.7% | -233.3% | +87.8% |
| All | +358.4% | +592.9% | -234.6% | +87.8% |
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