+110.8%
LIN vs U
-44.5%
+155.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -2.1% | -3.8% | +1.7% | -1.9% |
| 30D | -2.4% | +17.5% | -19.9% | -3.4% |
| 3M | -5.6% | +38.7% | -44.3% | -7.4% |
| 6M | -3.4% | +104.4% | -107.8% | -7.6% |
| YTD | +13.1% | -5.7% | +18.8% | +12.6% |
| 1Y | +2.5% | +3.7% | -1.2% | +0.8% |
| 3Y | +27.6% | +12.3% | +15.3% | +21.2% |
| 5Y | +63.0% | -68.8% | +131.9% | +57.4% |
| All | +110.8% | -44.5% | +155.2% | +95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling