+412.1%
LIN vs ROK
+270.1%
+142.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.4% |
| 7D | +2.0% | -11.0% | +13.0% | +5.7% |
| 30D | +7.9% | -8.2% | +16.1% | +10.4% |
| 3M | +6.3% | -8.5% | +14.8% | +8.7% |
| 6M | +6.5% | -12.0% | +18.4% | +9.6% |
| YTD | +23.6% | +3.1% | +20.5% | +18.8% |
| 1Y | +25.7% | +2.9% | +22.8% | +20.7% |
| 3Y | +35.6% | +60.7% | -25.0% | +3.5% |
| 5Y | +65.9% | +29.5% | +36.4% | +35.7% |
| 10Y | +412.1% | +262.6% | +149.4% | +165.7% |
| All | +412.1% | +270.1% | +142.0% | +165.7% |
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