+361.0%
LIN vs UMC
+1,644.8%
-1,283.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.6% | -5.5% | -1.6% |
| 7D | -2.1% | +5.0% | -7.1% | -2.8% |
| 30D | -2.4% | +7.7% | -10.1% | -3.6% |
| 3M | -5.6% | +1.7% | -7.2% | -7.3% |
| 6M | -3.4% | +113.9% | -117.3% | -17.2% |
| YTD | +13.1% | +168.9% | -155.8% | -8.0% |
| 1Y | +2.5% | +207.2% | -204.7% | -19.0% |
| 3Y | +27.6% | +227.7% | -200.1% | -2.3% |
| 5Y | +63.0% | +118.0% | -55.0% | +30.8% |
| All | +361.0% | +1,644.8% | -1,283.8% | +132.0% |
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