+27.6%
LIN vs UMAC
+197.5%
-169.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.8% | -11.9% | -1.2% |
| 7D | +0.2% | -23.4% | +23.6% | +0.3% |
| 30D | +6.5% | -45.6% | +52.1% | +6.7% |
| 3M | +5.5% | -50.9% | +56.4% | +5.7% |
| 6M | +3.3% | -16.5% | +19.9% | +2.9% |
| YTD | +22.0% | -6.6% | +28.6% | +21.1% |
| 1Y | +25.7% | +10.7% | +15.0% | +24.5% |
| All | +27.6% | +197.5% | -169.9% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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