+30.0%
LIN vs OUST
+554.0%
-524.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.0% |
| 7D | -2.1% | +5.2% | -7.3% | -2.2% |
| 30D | -2.4% | -19.3% | +16.8% | -2.2% |
| 3M | -5.6% | -22.6% | +17.1% | -5.5% |
| 6M | -3.4% | +62.8% | -66.2% | -5.5% |
| YTD | +13.1% | +68.3% | -55.2% | +10.4% |
| 1Y | +2.5% | +28.5% | -26.1% | +0.3% |
| All | +30.0% | +554.0% | -524.0% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling