+417.5%
LIN vs URA
+278.3%
+139.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -2.0% |
| 7D | +0.2% | -4.1% | +4.3% | +1.0% |
| 30D | +6.5% | -19.0% | +25.5% | +10.7% |
| 3M | +5.5% | -25.1% | +30.6% | +11.0% |
| 6M | +3.3% | -44.5% | +47.8% | +15.0% |
| YTD | +22.0% | -24.3% | +46.3% | +24.7% |
| 1Y | +25.7% | -28.1% | +53.9% | +29.4% |
| 3Y | +36.2% | +40.7% | -4.4% | +12.2% |
| 5Y | +66.1% | +35.5% | +30.6% | +32.9% |
| All | +417.5% | +278.3% | +139.2% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling