+4,405.3%
LIN vs UMC
+157.8%
+4,247.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.5% | -6.5% | -0.5% |
| 7D | +0.1% | -9.2% | +9.3% | +1.6% |
| 30D | +7.6% | -35.1% | +42.7% | +16.2% |
| 3M | +6.5% | -20.5% | +27.0% | +9.9% |
| 6M | +6.2% | -1.7% | +7.9% | +2.2% |
| YTD | +23.2% | +92.8% | -69.5% | +1.1% |
| 1Y | +25.4% | +104.5% | -79.1% | +1.5% |
| 3Y | +38.3% | +129.8% | -91.5% | +7.0% |
| 5Y | +64.4% | +74.0% | -9.6% | +32.0% |
| 10Y | +417.3% | +1,198.4% | -781.1% | +148.8% |
| All | +4,405.3% | +157.8% | +4,247.5% | +1,832.4% |
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