+30.3%
LIN vs USAR
+74.0%
-43.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -2.1% | -2.1% | 0.0% | -2.1% |
| 30D | -2.4% | +2.6% | -5.0% | -2.4% |
| 3M | -5.6% | -35.0% | +29.4% | -5.7% |
| 6M | -3.4% | -6.9% | +3.5% | -3.4% |
| YTD | +13.1% | +48.0% | -34.9% | +13.5% |
| 1Y | +2.5% | +24.8% | -22.3% | +3.2% |
| 3Y | +27.6% | +73.2% | -45.6% | +40.2% |
| All | +30.3% | +74.0% | -43.7% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling