+30.0%
LIN vs UNP
+41.0%
-10.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -2.1% | -5.3% | +3.2% | -0.6% |
| 30D | -2.4% | -1.5% | -0.9% | -2.0% |
| 3M | -5.6% | +10.3% | -15.8% | -8.5% |
| 6M | -3.4% | +9.7% | -13.1% | -6.4% |
| YTD | +13.1% | +27.1% | -14.0% | +4.4% |
| 1Y | +2.5% | +32.6% | -30.1% | -6.8% |
| All | +30.0% | +41.0% | -10.9% | +13.3% |
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