+417.3%
LIN vs UNP
+321.0%
+96.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -0.1% |
| 7D | +0.1% | -3.3% | +3.4% | +1.6% |
| 30D | +7.6% | +6.7% | +0.9% | +4.3% |
| 3M | +6.5% | +1.8% | +4.7% | +5.4% |
| 6M | +6.2% | +13.3% | -7.1% | -0.4% |
| YTD | +23.2% | +30.3% | -7.1% | +7.7% |
| 1Y | +25.4% | +36.9% | -11.5% | +7.0% |
| 3Y | +38.3% | +50.9% | -12.6% | +10.2% |
| 5Y | +64.4% | +37.9% | +26.5% | +34.7% |
| 10Y | +417.3% | +293.8% | +123.5% | +160.7% |
| All | +417.3% | +321.0% | +96.3% | +160.7% |
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