+231.0%
UNH vs LIN
+430.8%
-199.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +4.8% | +7.6% | -2.7% | +1.1% |
| 3M | -1.7% | +6.5% | -8.3% | -4.8% |
| 6M | +5.9% | +6.2% | -0.3% | +2.4% |
| YTD | +22.8% | +23.2% | -0.4% | +9.7% |
| 1Y | +25.9% | +25.4% | +0.5% | +11.5% |
| 3Y | -21.4% | +38.3% | -59.7% | -34.8% |
| 5Y | -6.3% | +64.4% | -70.7% | -30.9% |
| 10Y | +231.0% | +417.3% | -186.3% | +35.3% |
| All | +231.0% | +430.8% | -199.8% | +35.3% |
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