+68.5%
LIN vs UL
+33.5%
+35.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | +2.1% | +1.1% | +1.0% | +1.7% |
| 30D | +6.8% | +4.5% | +2.3% | +5.1% |
| 3M | +10.4% | +6.5% | +3.9% | +7.9% |
| 6M | +3.2% | +18.2% | -15.0% | -2.9% |
| YTD | +24.6% | +4.7% | +19.9% | +22.0% |
| 1Y | +24.4% | +0.8% | +23.6% | +23.4% |
| 3Y | +36.7% | +35.9% | +0.9% | +20.1% |
| All | +68.5% | +33.5% | +35.0% | +43.0% |
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