+130.0%
LIN vs U
-34.9%
+165.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.9% | -15.6% | -1.5% |
| 7D | +3.6% | +24.3% | -20.7% | +2.3% |
| 30D | +6.4% | +8.6% | -2.2% | +5.8% |
| 3M | +6.5% | +37.6% | -31.1% | +4.4% |
| 6M | +4.9% | +78.5% | -73.6% | +1.1% |
| YTD | +23.4% | +10.5% | +13.0% | +21.6% |
| 1Y | +26.3% | +15.2% | +11.1% | +23.8% |
| 3Y | +38.0% | +76.6% | -38.6% | +27.0% |
| 5Y | +68.0% | -67.9% | +135.9% | +60.9% |
| All | +130.0% | -34.9% | +165.0% | +111.5% |
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 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