+61.9%
LIN vs UL
+23.5%
+38.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -2.1% | -1.3% | -0.8% | -1.7% |
| 30D | -2.4% | +0.5% | -2.9% | -2.6% |
| 3M | -5.6% | +17.6% | -23.2% | -10.8% |
| 6M | -3.4% | -5.4% | +2.0% | -1.7% |
| YTD | +13.1% | +0.7% | +12.4% | +12.3% |
| 1Y | +2.5% | -9.3% | +11.7% | +5.6% |
| 3Y | +27.6% | +24.5% | +3.1% | +16.0% |
| All | +61.9% | +23.5% | +38.4% | +39.6% |
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 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