+636.8%
LIN vs COPX
+186.2%
+450.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.8% |
| 7D | -2.1% | -4.0% | +1.9% | -0.9% |
| 30D | -2.4% | +4.5% | -7.0% | -3.9% |
| 3M | -5.6% | +0.8% | -6.4% | -6.8% |
| 6M | -3.4% | +3.2% | -6.6% | -6.6% |
| YTD | +13.1% | +26.7% | -13.6% | +1.4% |
| 1Y | +2.5% | +85.7% | -83.2% | -19.6% |
| 3Y | +27.6% | +151.2% | -123.6% | -13.0% |
| 5Y | +63.0% | +170.0% | -107.0% | +5.3% |
| 10Y | +359.3% | +572.9% | -213.6% | +100.8% |
| All | +636.8% | +186.2% | +450.6% | +284.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling