+25.4%
LIN vs UMC
+103.9%
-78.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.5% | -6.5% | +1.3% |
| 7D | +0.1% | -9.2% | +9.3% | -0.2% |
| 30D | +7.6% | -35.1% | +42.7% | +5.8% |
| 3M | +6.5% | -20.5% | +27.0% | +5.7% |
| 6M | +6.2% | -1.7% | +7.9% | +6.1% |
| YTD | +23.2% | +92.8% | -69.5% | +28.2% |
| All | +25.4% | +103.9% | -78.6% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling