+63.3%
LIN vs ROK
+19.3%
+44.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -0.8% |
| 7D | +0.2% | -13.8% | +14.0% | +3.5% |
| 30D | +6.5% | -14.9% | +21.4% | +10.2% |
| 3M | +5.5% | -14.7% | +20.1% | +9.0% |
| 6M | +3.3% | -17.7% | +21.0% | +7.2% |
| YTD | +22.0% | -2.5% | +24.5% | +20.2% |
| 1Y | +25.7% | +2.3% | +23.5% | +21.9% |
| 3Y | +36.2% | +52.7% | -16.5% | +11.5% |
| All | +63.3% | +19.3% | +44.0% | +46.1% |
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