+65.9%
LIN vs UL
+31.7%
+34.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.0% | +2.6% | -0.6% | +1.1% |
| 30D | +7.9% | +6.8% | +1.1% | +5.4% |
| 3M | +6.3% | +5.7% | +0.6% | +4.2% |
| 6M | +6.5% | +15.9% | -9.4% | +0.9% |
| YTD | +23.6% | +4.3% | +19.3% | +21.1% |
| 1Y | +25.7% | -0.4% | +26.1% | +25.2% |
| 3Y | +35.6% | +35.0% | +0.7% | +19.4% |
| 5Y | +65.9% | +31.6% | +34.3% | +41.5% |
| All | +65.9% | +31.7% | +34.2% | +41.5% |
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