+659.4%
LIN vs URA
-51.1%
+710.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.6% | +2.8% |
| 7D | +3.3% | -10.5% | +13.8% | +5.8% |
| 30D | +8.8% | -18.6% | +27.4% | +13.6% |
| 3M | +8.6% | -23.0% | +31.7% | +14.4% |
| 6M | +7.0% | -40.3% | +47.3% | +18.4% |
| YTD | +24.3% | -23.5% | +47.8% | +27.3% |
| 1Y | +27.3% | -31.1% | +58.4% | +33.2% |
| 3Y | +38.9% | +38.3% | +0.6% | +15.2% |
| 5Y | +69.4% | +34.6% | +34.8% | +36.3% |
| 10Y | +440.7% | +285.4% | +155.3% | +193.0% |
| All | +659.4% | -51.1% | +710.5% | +532.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling