+417.3%
LIN vs ROK
+277.6%
+139.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | -0.3% |
| 7D | +0.1% | -11.5% | +11.7% | +4.0% |
| 30D | +7.6% | -10.0% | +17.6% | +10.8% |
| 3M | +6.5% | -11.4% | +18.0% | +10.3% |
| 6M | +6.2% | -13.7% | +19.9% | +10.1% |
| YTD | +23.2% | +1.0% | +22.2% | +19.3% |
| 1Y | +25.4% | +5.6% | +19.8% | +19.1% |
| 3Y | +38.3% | +59.1% | -20.8% | +5.8% |
| 5Y | +64.4% | +26.1% | +38.3% | +35.9% |
| 10Y | +417.3% | +266.4% | +150.9% | +166.9% |
| All | +417.3% | +277.6% | +139.7% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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