+10,545.1%
LIN vs UNP
+6,567.8%
+3,977.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -2.1% | -5.3% | +3.2% | +0.3% |
| 30D | -2.4% | -1.5% | -0.9% | -1.8% |
| 3M | -5.6% | +10.3% | -15.8% | -9.9% |
| 6M | -3.4% | +9.7% | -13.1% | -8.0% |
| YTD | +13.1% | +27.1% | -14.0% | +0.6% |
| 1Y | +2.5% | +32.6% | -30.1% | -10.8% |
| 3Y | +27.6% | +40.0% | -12.4% | +6.6% |
| 5Y | +63.0% | +50.8% | +12.2% | +29.5% |
| 10Y | +359.3% | +278.6% | +80.7% | +132.8% |
| All | +10,545.1% | +6,567.8% | +3,977.3% | +1,469.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling