+4,035.1%
LIN vs UMC
+259.6%
+3,775.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.6% | -5.5% | -1.9% |
| 7D | -2.1% | +5.0% | -7.1% | -3.1% |
| 30D | -2.4% | +7.7% | -10.1% | -4.0% |
| 3M | -5.6% | +1.7% | -7.2% | -7.9% |
| 6M | -3.4% | +113.9% | -117.3% | -20.2% |
| YTD | +13.1% | +168.9% | -155.8% | -12.0% |
| 1Y | +2.5% | +207.2% | -204.7% | -22.7% |
| 3Y | +27.6% | +227.7% | -200.1% | -6.9% |
| 5Y | +63.0% | +118.0% | -55.0% | +26.8% |
| 10Y | +359.3% | +1,682.1% | -1,322.8% | +110.1% |
| All | +4,035.1% | +259.6% | +3,775.5% | +1,582.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling