+38.3%
LIN vs UNP
+49.1%
-10.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.3% |
| 7D | +0.1% | -3.3% | +3.4% | +1.1% |
| 30D | +7.6% | +6.7% | +0.9% | +5.5% |
| 3M | +6.5% | +1.8% | +4.7% | +5.9% |
| 6M | +6.2% | +13.3% | -7.1% | +1.9% |
| YTD | +23.2% | +30.3% | -7.1% | +12.9% |
| 1Y | +25.4% | +36.9% | -11.5% | +13.0% |
| 3Y | +38.3% | +50.9% | -12.6% | +23.3% |
| All | +38.3% | +49.1% | -10.8% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling