+61.9%
LIN vs UPS
-34.4%
+96.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -2.1% | -2.9% | +0.8% | -1.4% |
| 30D | -2.4% | -3.5% | +1.1% | -1.6% |
| 3M | -5.6% | -5.7% | +0.1% | -4.5% |
| 6M | -3.4% | -4.4% | +1.0% | -2.9% |
| YTD | +13.1% | +8.0% | +5.1% | +9.8% |
| 1Y | +2.5% | +29.0% | -26.6% | -5.5% |
| 3Y | +27.6% | -27.7% | +55.3% | +36.1% |
| All | +61.9% | -34.4% | +96.3% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 5y: compounded portfolio wealth divided by compounded UPS 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…
5y analysis · Full analysis span regression · 6 months rolling