+361.3%
LIN vs UL
+65.6%
+295.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -2.1% | -1.3% | -0.8% | -1.6% |
| 30D | -2.4% | +0.5% | -2.9% | -2.6% |
| 3M | -5.6% | +17.6% | -23.2% | -11.8% |
| 6M | -3.4% | -5.4% | +2.0% | -1.7% |
| YTD | +13.1% | +0.7% | +12.4% | +12.0% |
| 1Y | +2.5% | -9.3% | +11.7% | +5.8% |
| 3Y | +27.6% | +24.5% | +3.1% | +14.0% |
| 5Y | +63.0% | +23.2% | +39.8% | +43.8% |
| All | +361.3% | +65.6% | +295.6% | +300.2% |
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