+63.3%
LIN vs UL
+31.0%
+32.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.3% |
| 7D | +0.2% | +1.1% | -0.9% | -0.2% |
| 30D | +6.5% | +8.2% | -1.8% | +3.6% |
| 3M | +5.5% | +4.5% | +0.9% | +3.8% |
| 6M | +3.3% | +12.6% | -9.2% | -1.1% |
| YTD | +22.0% | +3.5% | +18.5% | +19.9% |
| 1Y | +25.7% | -0.4% | +26.2% | +25.2% |
| 3Y | +36.2% | +36.0% | +0.2% | +19.5% |
| All | +63.3% | +31.0% | +32.4% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling