+23.5%
LIN vs OSCR
+114.4%
-90.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.8% |
| 7D | +0.2% | -3.7% | +4.0% | +0.3% |
| 30D | +6.2% | -5.5% | +11.6% | +6.3% |
| 3M | +9.3% | +7.9% | +1.5% | +9.2% |
| 6M | +4.4% | +34.6% | -30.2% | +3.6% |
| YTD | +23.7% | +122.3% | -98.5% | +20.7% |
| 1Y | +23.5% | +111.5% | -88.1% | +20.6% |
| All | +23.5% | +114.4% | -90.9% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling