+135.9%
LIN vs OUST
-68.5%
+204.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.0% | +8.3% | -0.4% |
| 7D | +3.6% | -5.0% | +8.6% | +3.7% |
| 30D | +6.4% | -32.0% | +38.4% | +7.5% |
| 3M | +6.5% | -32.4% | +38.9% | +7.5% |
| 6M | +4.9% | +6.7% | -1.9% | +3.0% |
| YTD | +23.4% | +41.0% | -17.6% | +19.4% |
| 1Y | +26.3% | +18.0% | +8.3% | +22.8% |
| 3Y | +38.0% | +560.6% | -522.6% | +18.2% |
| 5Y | +68.0% | -55.1% | +123.1% | +56.0% |
| All | +135.9% | -68.5% | +204.5% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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