+3.3%
LIN vs UMC
-7.8%
+11.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.7% | -1.0% |
| 7D | +0.2% | -17.0% | +17.2% | -0.6% |
| 30D | +6.5% | -40.6% | +47.0% | +3.9% |
| 3M | +5.5% | -27.9% | +33.3% | +3.9% |
| 6M | +3.3% | -7.5% | +10.8% | +3.7% |
| All | +3.3% | -7.8% | +11.2% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling