+130.2%
LIN vs OSCR
-10.8%
+141.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +1.1% |
| 7D | +0.3% | -8.8% | +9.1% | +0.7% |
| 30D | +8.0% | -5.6% | +13.6% | +8.2% |
| 3M | +7.7% | +14.8% | -7.1% | +7.0% |
| 6M | +5.1% | +46.0% | -40.9% | +3.0% |
| YTD | +24.7% | +123.5% | -98.7% | +19.8% |
| 1Y | +25.1% | +116.2% | -91.1% | +20.1% |
| 3Y | +36.8% | +351.6% | -314.8% | +22.5% |
| 5Y | +67.9% | +157.5% | -89.6% | +47.6% |
| All | +130.2% | -10.8% | +141.0% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling