+59.7%
LIN vs OSCR
+92.3%
-32.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | -0.2% |
| 7D | -4.0% | +4.7% | -8.7% | -4.2% |
| 30D | -4.9% | +14.8% | -19.7% | -5.5% |
| 3M | -9.2% | +16.7% | -25.9% | -10.0% |
| 6M | -2.6% | +127.5% | -130.1% | -6.6% |
| YTD | +10.5% | +121.0% | -110.5% | +6.0% |
| 1Y | -0.1% | +58.4% | -58.5% | -3.2% |
| 3Y | +25.4% | +392.4% | -367.0% | +10.0% |
| 5Y | +59.7% | +80.5% | -20.8% | +41.8% |
| All | +59.7% | +92.3% | -32.6% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling