+427.9%
LIN vs UMC
+1,304.8%
-877.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.5% |
| 7D | +0.2% | +17.8% | -17.5% | -2.0% |
| 30D | +6.2% | -29.6% | +35.8% | +10.8% |
| 3M | +9.3% | -18.4% | +27.7% | +11.3% |
| 6M | +4.4% | -0.1% | +4.5% | +0.6% |
| YTD | +23.7% | +104.0% | -80.3% | +3.6% |
| 1Y | +23.5% | +121.5% | -98.1% | +1.6% |
| 3Y | +35.8% | +135.0% | -99.2% | +8.4% |
| 5Y | +65.9% | +83.0% | -17.1% | +34.9% |
| All | +427.9% | +1,304.8% | -877.0% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling