+227.5%
UNH vs LIN
+417.8%
-190.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +0.2% | +2.0% | -1.8% | -0.8% |
| 30D | +6.8% | +7.9% | -1.1% | +2.9% |
| 3M | -0.3% | +6.3% | -6.6% | -3.3% |
| 6M | +7.9% | +6.5% | +1.4% | +4.2% |
| YTD | +25.1% | +23.6% | +1.6% | +11.7% |
| 1Y | +29.3% | +25.7% | +3.6% | +14.4% |
| 3Y | -20.3% | +35.6% | -55.9% | -33.1% |
| 5Y | -3.6% | +65.9% | -69.4% | -29.2% |
| 10Y | +227.5% | +412.1% | -184.6% | +35.5% |
| All | +227.5% | +417.8% | -190.4% | +35.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling