+11,518.3%
LIN vs UNP
+6,759.6%
+4,758.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.8% | +0.9% |
| 7D | +3.6% | -1.3% | +4.9% | +4.2% |
| 30D | +6.4% | +7.7% | -1.3% | +2.8% |
| 3M | +6.5% | +1.3% | +5.2% | +5.7% |
| 6M | +4.9% | +14.0% | -9.1% | -1.7% |
| YTD | +23.4% | +30.8% | -7.3% | +8.3% |
| 1Y | +26.3% | +40.0% | -13.6% | +7.3% |
| 3Y | +38.0% | +50.1% | -12.1% | +11.7% |
| 5Y | +68.0% | +39.6% | +28.4% | +38.4% |
| 10Y | +437.1% | +318.1% | +119.0% | +160.7% |
| All | +11,518.3% | +6,759.6% | +4,758.7% | +1,589.6% |
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