+431.5%
LIN vs UL
+107.7%
+323.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | +6.8% | +3.7% | +3.1% | +5.2% |
| 3M | +10.4% | +5.6% | +4.7% | +7.8% |
| 6M | +3.2% | +17.2% | -14.1% | -3.7% |
| YTD | +24.6% | +3.9% | +20.7% | +21.7% |
| 1Y | +24.4% | 0.0% | +24.4% | +23.3% |
| 3Y | +36.7% | +34.8% | +1.9% | +17.9% |
| 5Y | +67.0% | +32.4% | +34.7% | +42.6% |
| All | +431.5% | +107.7% | +323.8% | +331.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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