+61.9%
LIN vs ROK
+46.3%
+15.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.3% |
| 7D | -2.1% | +0.7% | -2.8% | -2.3% |
| 30D | -2.4% | -3.3% | +0.9% | -1.6% |
| 3M | -5.6% | -5.9% | +0.3% | -4.6% |
| 6M | -3.4% | +13.9% | -17.3% | -7.7% |
| YTD | +13.1% | +12.6% | +0.5% | +8.1% |
| 1Y | +2.5% | +28.6% | -26.1% | -6.1% |
| 3Y | +27.6% | +45.1% | -17.5% | +9.4% |
| All | +61.9% | +46.3% | +15.6% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling