+127.4%
LIN vs U
-31.3%
+158.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.7% | -1.4% |
| 7D | +0.2% | +36.6% | -36.4% | -1.5% |
| 30D | +6.5% | +13.3% | -6.9% | +5.6% |
| 3M | +5.5% | +26.2% | -20.7% | +3.9% |
| 6M | +3.3% | +88.7% | -85.4% | -0.7% |
| YTD | +22.0% | +16.6% | +5.5% | +19.8% |
| 1Y | +25.7% | +29.0% | -3.2% | +22.4% |
| 3Y | +36.2% | +99.5% | -63.3% | +24.4% |
| 5Y | +66.1% | -66.1% | +132.2% | +58.6% |
| All | +127.4% | -31.3% | +158.7% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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