+423.5%
LIN vs URA
+262.4%
+161.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | +0.4% |
| 7D | +3.6% | -13.3% | +16.9% | +6.4% |
| 30D | +6.4% | -25.9% | +32.3% | +12.6% |
| 3M | +6.5% | -27.8% | +34.3% | +12.9% |
| 6M | +4.9% | -42.8% | +47.7% | +15.8% |
| YTD | +23.4% | -27.5% | +50.9% | +27.2% |
| 1Y | +26.3% | -35.1% | +61.5% | +33.0% |
| 3Y | +38.0% | +31.1% | +6.9% | +15.5% |
| 5Y | +68.0% | +29.8% | +38.2% | +35.7% |
| All | +423.5% | +262.4% | +161.1% | +171.7% |
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