+412.1%
LIN vs UMC
+1,204.4%
-792.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +2.0% | -8.3% | +10.3% | +2.9% |
| 30D | +7.9% | -34.5% | +42.4% | +13.7% |
| 3M | +6.3% | -20.0% | +26.3% | +8.4% |
| 6M | +6.5% | -0.7% | +7.2% | +2.6% |
| YTD | +23.6% | +94.7% | -71.1% | +4.1% |
| 1Y | +25.7% | +106.0% | -80.3% | +4.6% |
| 3Y | +35.6% | +124.3% | -88.7% | +8.9% |
| 5Y | +65.9% | +78.0% | -12.1% | +35.3% |
| 10Y | +412.1% | +1,225.9% | -813.9% | +164.5% |
| All | +412.1% | +1,204.4% | -792.4% | +164.5% |
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