+412.1%
LIN vs UNP
+293.6%
+118.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.3% |
| 7D | +2.0% | -0.9% | +2.9% | +2.4% |
| 30D | +7.9% | +8.0% | -0.1% | +4.1% |
| 3M | +6.3% | +3.3% | +3.0% | +4.5% |
| 6M | +6.5% | +14.7% | -8.2% | -0.7% |
| YTD | +23.6% | +31.9% | -8.3% | +7.4% |
| 1Y | +25.7% | +37.1% | -11.4% | +7.2% |
| 3Y | +35.6% | +51.9% | -16.3% | +7.8% |
| 5Y | +65.9% | +39.3% | +26.6% | +35.2% |
| 10Y | +412.1% | +284.1% | +128.0% | +160.4% |
| All | +412.1% | +293.6% | +118.4% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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