+37.8%
LIN vs USAR
-27.6%
+65.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.5% | +8.8% | -0.7% |
| 7D | +3.6% | -29.5% | +33.1% | +3.4% |
| 30D | +6.4% | -46.0% | +52.4% | +6.0% |
| 3M | +6.5% | -56.8% | +63.3% | +6.0% |
| 6M | +4.9% | -72.9% | +77.8% | +4.2% |
| YTD | +23.4% | -37.6% | +61.1% | +23.3% |
| 1Y | +26.3% | -56.0% | +82.3% | +25.9% |
| All | +37.8% | -27.6% | +65.4% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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