+38.3%
LIN vs UL
+34.1%
+4.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.5% |
| 3M | +6.5% | +5.8% | +0.7% | +4.8% |
| 6M | +6.2% | +16.1% | -9.9% | +1.8% |
| YTD | +23.2% | +4.5% | +18.7% | +21.4% |
| 1Y | +25.4% | -1.3% | +26.7% | +25.6% |
| 3Y | +38.3% | +35.0% | +3.3% | +32.2% |
| All | +38.3% | +34.1% | +4.2% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling