+25.4%
LIN vs UL
-0.5%
+25.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | +0.1% | +0.3% | -0.1% | 0.0% |
| 30D | +7.6% | +7.0% | +0.6% | +5.7% |
| 3M | +6.5% | +5.8% | +0.7% | +4.9% |
| 6M | +6.2% | +16.1% | -9.9% | +2.6% |
| YTD | +23.2% | +4.5% | +18.7% | +22.0% |
| All | +25.4% | -0.5% | +25.9% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling