+28.4%
LIN vs COPX
+158.0%
-129.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.9% |
| 7D | -2.1% | -4.0% | +1.9% | -1.7% |
| 30D | -2.4% | +4.5% | -7.0% | -3.0% |
| 3M | -5.6% | +0.8% | -6.4% | -5.9% |
| 6M | -3.4% | +3.2% | -6.6% | -4.2% |
| YTD | +13.1% | +26.7% | -13.6% | +8.2% |
| 1Y | +2.5% | +85.7% | -83.2% | -8.3% |
| All | +28.4% | +158.0% | -129.6% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling