+4.9%
LIN vs ROK
-15.6%
+20.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.2% | +13.5% | -0.3% |
| 7D | +3.6% | -15.6% | +19.2% | +4.0% |
| 30D | +6.4% | -15.5% | +21.8% | +6.9% |
| 3M | +6.5% | -15.1% | +21.6% | +6.8% |
| 6M | +4.9% | -12.0% | +16.9% | +3.5% |
| All | +4.9% | -15.6% | +20.5% | +3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling