+11,518.3%
LIN vs ROK
+13,129.8%
-1,611.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.2% | +13.5% | +4.5% |
| 7D | +3.6% | -15.6% | +19.2% | +9.6% |
| 30D | +6.4% | -15.5% | +21.8% | +12.4% |
| 3M | +6.5% | -15.1% | +21.6% | +12.1% |
| 6M | +4.9% | -12.0% | +16.9% | +8.1% |
| YTD | +23.4% | -1.1% | +24.6% | +20.7% |
| 1Y | +26.3% | +6.5% | +19.8% | +19.9% |
| 3Y | +38.0% | +51.8% | -13.8% | +9.7% |
| 5Y | +68.0% | +22.2% | +45.8% | +41.8% |
| 10Y | +437.1% | +289.3% | +147.8% | +180.4% |
| All | +11,518.3% | +13,129.8% | -1,611.4% | +2,023.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling