+412.1%
LIN vs UL
+106.3%
+305.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.0% | +2.6% | -0.6% | +1.0% |
| 30D | +7.9% | +6.8% | +1.1% | +5.0% |
| 3M | +6.3% | +5.7% | +0.6% | +3.8% |
| 6M | +6.5% | +15.9% | -9.4% | -0.1% |
| YTD | +23.6% | +4.3% | +19.3% | +20.5% |
| 1Y | +25.7% | -0.4% | +26.1% | +24.8% |
| 3Y | +35.6% | +35.0% | +0.7% | +16.9% |
| 5Y | +65.9% | +31.6% | +34.3% | +42.0% |
| 10Y | +412.1% | +104.6% | +307.4% | +312.6% |
| All | +412.1% | +106.3% | +305.8% | +312.6% |
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