+61.5%
UBER vs LIN
+65.3%
-3.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.8% |
| 7D | +5.2% | +2.0% | +3.2% | +3.9% |
| 30D | -2.0% | +7.9% | -9.9% | -6.7% |
| 3M | -10.2% | +6.3% | -16.5% | -13.7% |
| 6M | -7.2% | +6.5% | -13.6% | -11.5% |
| YTD | -14.3% | +23.6% | -37.8% | -27.3% |
| 1Y | -25.6% | +25.7% | -51.3% | -37.8% |
| 3Y | +35.8% | +35.6% | +0.2% | +5.8% |
| 5Y | +61.5% | +65.9% | -4.4% | +6.2% |
| All | +61.5% | +65.3% | -3.9% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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