+702.8%
LIN vs COPX
+137.6%
+565.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.6% | -0.7% |
| 7D | +0.1% | +3.3% | -3.2% | -1.0% |
| 30D | +7.6% | -12.2% | +19.8% | +11.4% |
| 3M | +6.5% | -14.5% | +21.1% | +10.8% |
| 6M | +6.2% | -12.2% | +18.4% | +8.1% |
| YTD | +23.2% | +5.2% | +18.1% | +16.1% |
| 1Y | +25.4% | +27.0% | -1.5% | +10.8% |
| 3Y | +38.3% | +149.1% | -110.8% | -6.8% |
| 5Y | +64.4% | +132.1% | -67.7% | +10.5% |
| 10Y | +417.3% | +365.9% | +51.4% | +152.2% |
| All | +702.8% | +137.6% | +565.2% | +339.7% |
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